معرفی
Kaustav Das is a Lecturer in Mathematics at Monash University. His research connects probability theory, stochastic analysis, and mathematical finance, with emphasis on fractional Brownian motion properties and financial modeling.
Key research threads:
- Regularity properties of fractional Brownian motion local times
- Analytical approximations for stochastic volatility option pricing
- Stochastic PDE applications in finance
Recent publications establish mathematical foundations for higher-order derivatives of self-intersection local times and develop efficient option pricing approximations under stochastic volatility regimes.
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