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Results for search term: stochastic calculus.
Dr Erik BaurdouxDepartment of StatisticsExperience keywords: financial mathematics; stochastic calculus; stochastic processes.; optimal stopping; option pricing; stochastic games; insurance mathematics
Dr Albina DanilovaDepartment of MathematicsExperience keywords: stochastic volatility; filtering; asymmetric information; derivative pricing; stochastic calculus; enlargement of filtrations; price impact; insider trading; stochastic control; equilibrium
Dr Angelos DassiosDepartment of StatisticsExperience keywords: exotic options; risk theory; insurance; stochastic calculus; stochastic processes; option pricing; piecewise deterministic Markov processes
Dr Pavel V. GapeevDepartment of MathematicsExperience keywords: Gaussian processes; sequential testing and disorder detection problems; pricing of American options; optimal stopping and free-boundary problems; stochastic calculus
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