PDE/PIDE Approaches for Pricing and Hedging of Options Involving Several Stochastic Factors

Project Member(s): Novikov, A.

Funding or Partner Organisation: National Australia Bank (National Australian Bank Limited)

Start year: 2012

FOR Codes: Stochastic Analysis and Modelling, Expanding Knowledge in the Mathematical Sciences

Acknowledgement of Country

UTS acknowledges the Gadigal people of the Eora Nation, the Boorooberongal people of the Dharug Nation, the Bidiagal people and the Gamaygal people, upon whose ancestral lands our university stands. We would also like to pay respect to the Elders both past and present, acknowledging them as the traditional custodians of knowledge for these lands.