Blanka Horvath successfully defended her doctoral thesis entitled: "Robust methods for the SABR model and related processes: analysis, asymptotics and numerics". Congratulations!
Examiner:Prof. Josef Teichmann (D-MATH)Co-examiners:external pageProf. Johannes Muhle-Karbe (Imperial College London)call_madeandexternal pageProf. Peter K. Friz (Technische Universität Berlin)call_made
external pageDoctoral thesis (full text with restricted access)call_made