Publications

 

 

 

 

 

 

 

 

 

 

PhD students

 

 

 

Current:

 

Steven Falconer (1st year)

Fractional PDE’s and anomalous transport

 

Alfredo Valle (3rd year)

Credit rating modelling

 

Hamed Al-Shamsi (3rd year)

Fractional derivatives and applications in finance and biology

 

 

 

 

Former:

 

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