Ph.D. Monash University 2019
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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