Mohammed Albuhayri
Original record- Institution
- Mälardalens universitet
- Year
- 2022
- Country
- Sweden
- MGP identifier
- 295362
Dissertation: Asymptotics of implied volatility in the Gatheral double stochastic volatility model
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisors 4
- Anatoliy MalyarenkoInstitution not recorded
- Christopher EngströmMälardalens högskola · 2016
- Ying NiInstitution not recorded
- Sergei D. SilvestrovUmeå University · 1995
Students 0
No students recorded in this snapshot.