Kaustav Das
Original record- Institution
- Monash University
- Year
- 2019
- Country
- Australia
- MGP identifier
- 269758
Dissertation: Closed-form approximations for option prices in stochastic volatility models via the mixing solution
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisors 4
- Yu TianMonash University · 2013
- Kais HamzaUniversité Pierre-et-Marie-Curie - Paris VI · 1988
- Fima Chaim KlebanerUniversity of Melbourne · 1983
- Nicolas LangrenéUniversité Paris Diderot - Paris 7 · 2014
Students 0
No students recorded in this snapshot.