Mohammed Albuhayri
Ph.D. Mälardalens universitet 2022
Dissertation:
Asymptotics of implied volatility in the Gatheral double stochastic volatility model
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Anatoliy Malyarenko
Advisor 2: Sergei D. Silvestrov
Advisor 3: Ying Ni
Advisor 4: Christopher Engström
No students known.
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