Bryan Ellickson
Professor Emeritus
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.
Office:
Bunche Hall 8244
Email:
ellickson@econ.ucla.edu
Personal Website:
http://www.econ.ucla.edu/ellickson/index.html
Biography:
Selected Books and Publications
Research Interests