| Use this URL to cite or link to this record in EThOS: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.548676 |
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| Title: | Stochastic volatility models and memory effect | ||||||
| Author: | Malaikah, Honaida Muhammed S. |
ISNI:
0000 0004 2717 8896
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| Awarding Body: | University of Manchester | ||||||
| Current Institution: | University of Manchester | ||||||
| Date of Award: | 2011 | ||||||
| Availability of Full Text: |
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| Abstract: | |||||||
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No abstract available
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| Supervisor: | Fedotov, Sergei | Sponsor: | Saudi Bureau | ||||
| 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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