Bryan Ellickson
Bryan Ellickson
Professor Emeritus
Email: ellickson@econ.ucla.edu
Office: Bunche Hall 8244
Personal Website: http://www.econ.ucla.edu/ellickson/index.html
Biography:
Education:
Ph.D. M.I.T.
Research Areas:
Although I retired in 2009, I have supervised eight doctoral dissertations in continuous-time finance since my retirement. The working paper “Estimating a Local Heston Model" is the product of joint research with three of those students: Miao Sun, Duke Whang and Sibo Yan. Miao is now at Goldman Sachs, Duke at Google and Sibo at KPMG.
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Joe Luk
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Joe Luk2016-10-19 14:17:542023-08-01 15:34:41Bryan Ellickson