| Johan Nykvist Ph.D. Candidate |
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| I am a Ph.D. student in applied mathematics, started in
October 2009. My work has been focused on financial mathematics and in
particular on time-consistency in option pricing models. My advisor and
tutor is Filip Lindskog. Mathematical Statistics Mathematical Statistics Faculty Financial Mathematics (KTH) SF2970: Martingales and Stochastic Integrals SF2975: Financial Derivatives |
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