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Priya Dev

Thesis title: "Option Pricing for Fractal Activity Time Geometric Brownian Motion (FATGBM)."

Supervisors:

Professor Chris Heyde

Professor Ross Maller

Email Address
Priya.Devatmaths.anu.edu.au

Office Location: Room 1010A, Moran Building [26b]

Postal Address
Centre for Mathematics and its Applications, Mathematical Sciences Institute
Australian National University, Canberra, ACT 0200, Australia.
Phone
(61-2) 6125 8992
FAX
(61-2) 6125 5549

Links
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Page last updated: 8 February, 2006
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