PhD students

 

 

 

Current:

 

Helena Stage (1st year)

Non-Markovian persistent random walks

 

Akram Al-Sabbagh (3d year)

Nonlinear subdiffusive fractional equations

 

 

 

Former:

 

 

Steven Falconer  

Fractional PDE’s and anomalous transport

 

  (Falconer’s PhD Thesis)

 

Alfredo Valle

Credit rating modelling

 

Hamed Al-Shamsi

Fractional derivatives and applications in finance and biology

 

Yuki Okuda

Wave propagation into unstable state with memory effects


Stephanos Panayides.

Risk minimization approach for derivative pricing and hedging


Abby Tan

Long memory stochastic volatility

 

Honaida Malaikah

Stochastic volatility models