Stochastic volatility Models and Mempry Effect

  • Honaida Malaikah

Student thesis: Phd

Abstract

See the thesis page 8
Date of Award1 Aug 2011
Original languageEnglish
Awarding Institution
  • The University of Manchester
SupervisorSergei Fedotov (Supervisor)

Keywords

  • stochastic volatiltiy, fractional derivative, CTRW

Cite this

Documents

'