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Researcher Details
 
Name: Dr M Pistorius
Organisation: Imperial College London
Department: Mathematics
Current EPSRC-Supported Research Topics:

Current EPSRC Support
There is no current EPSRC Support
Previous EPSRC Support
EP/H001956/1 WORKSHOP: Spectral and Cubature Methods in Finance and Econometrics(P)
EP/D039053/2 New approaches to the valuation of American and barrier options(P)
EP/D039053/1 New approaches to the valuation of American and barrier options(P)
Key: (P)=Principal Investigator, (C)=Co-Investigator, (R)=Researcher Co-Investigator