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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
Risk minimization approach for derivative pricing and hedging
Long
memory stochastic volatility Honaida Malaikah Stochastic
volatility models
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