Use this URL to cite or link to this record in EThOS:
Title: Stochastic volatility models and memory effect
Author: Malaikah, Honaida Muhammed S.
ISNI:       0000 0004 2717 8896
Awarding Body: University of Manchester
Current Institution: University of Manchester
Date of Award: 2011
Availability of Full Text:
Access from EThOS:
Access from Institution:
No abstract available
Supervisor: Fedotov, Sergei Sponsor: Saudi Bureau
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: stochastic volatiltiy, fractional derivative, CTRW