Elisa Alòs

Elisa Alòs received the Ph.D. degree in mathematics from the University of Barcelona, Barcelona, Spain, in 1998. She is currently an Associate Professor at Universitat Pompeu Fabra. Her general research area interests include Malliavin calculus and its applications in some problems in finance, as the option pricing approximation problem or the study of the behavior of the implied volatility surface for stochastic volatility models.

Biography Updated on 29 November 2011

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