Yu Tian
Ph.D. Monash University 2013
Dissertation:
The Hybrid Stochastic-Local Volatility Model with Applications in Pricing
FX Options
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Fima Chaim Klebaner
Advisor 2: Kais Hamza
Advisor 3: Zili Zhu
Students:
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| Name | School | Year | Descendants |
|---|---|---|---|
| Zhang, Rongju | Monash University | 2018 | |
| Das, Kaustav | Monash University | 2019 |
According to our current on-line database, Yu Tian has 2 students and 2 descendants.
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