Bryan Ellickson

Bryan Ellickson

Professor Emeritus

Ellickson

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.

Selected Books and Publications


Research Interests