Yu Tian
Original record- Institution
- Monash University
- Year
- 2013
- Country
- Australia
- MGP identifier
- 179783
Dissertation: The Hybrid Stochastic-Local Volatility Model with Applications in Pricing FX Options
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisors 3
- Fima Chaim KlebanerUniversity of Melbourne · 1983
- Zili ZhuInstitution not recorded
- Kais HamzaUniversité Pierre-et-Marie-Curie - Paris VI · 1988
Students 2
| Name | Institution | Year | Students |
|---|---|---|---|
| Kaustav Das | Monash University | 2019 | 0 |
| Rongju Henry Zhang | Monash University | 2018 | 0 |