Stochastic Calculus and Mathematical Finance

Posted on 19/11/12. - Projects

  • This research team started at Univ. Vaasa in August 2008.
  • Current research topics: application of stochastic calculus to mathematical finance, development of stochastic calculus for mathematical finance, fractional and Gaussian stochastic modeling, fractional Brownian motions.
  • Local members: professor in business mathematics (team leader), one PhD student (since 2011), and one external PhD student at the University of Helsinki (completed PhD thesis 2010).
  • Involves several other domestic researchers as well as foreign senior researches.
  • Field: Business Mathematics (talousmatematiikka in Finnish)