Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.548676
Title: Stochastic volatility models and memory effect
Author: Malaikah, Honaida Muhammed S.
Awarding Body: University of Manchester
Current Institution: University of Manchester
Date of Award: 2011
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Abstract:
See the thesis page 8
Supervisor: Fedotov, Sergei Sponsor: Saudi Bureue
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.548676  DOI: Not available
Keywords: stochastic volatiltiy, fractional derivative, CTRW
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