Kaustav Das

Ph.D. Monash University 2019 Australia
Dissertation: Closed-form approximations for option prices in stochastic volatility models via the mixing solution
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor 1: Fima Chaim Klebaner
Advisor 2: Kais Hamza
Advisor 3: Nicolas Langrené
Advisor 4: Yu Tian

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