Vlad Bally

Université de Marne La Vallée, France

V. Bally obtained the Ph.D. degree in mathematics from the University of Bucharest, Bucharest, Romania, in 1986. He is currently Professor at University of Marne la Vallée. He is a prolific author of many research papers and monographies in stochastic calculus. His interest fields include diffusion processes, Malliavin calculus, and mathematical finance (with a special focus on sensitivity computations).

Biography Updated on 13 December 2011

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