Doctoral exam of Blanka Horvath
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-examiner: Prof. Johannes Muhle-Karbe (Imperial College London)
Co-examiner: Prof. Peter K. Friz (Technische Universität Berlin)
external pageDoctoral thesis (full text with restricted access)
Johannes Muhle-Karbe, Blanka Horvath, Josef Teichmann and Peter K. Friz