Mohammed Albuhayri

Ph.D. Mälardalens universitet 2022 Sweden
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.

If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 295362 for the advisor ID.