## Current Ph.D. students

Jure Vogrinc: *Asymptotic variance of ergodic Markov chains on general state spaces* (Imperial College London, started Oct 2013)
Nika Novak: *Diffusions and martingale properties of stochastic
exponentials* (Imperial College London, started Oct 2008, on leave since Oct 2010)
## Graduated Ph.D. students

Harry Lo (RBS): *Markov chains and the pricing of derivatives* [Imperial College London 2009]
Theodoros Tsagaris (GSA Capital):
*Statistical arbitrage and algorithmic trading* (jointly supervised with Niall Adams
and Giovanni Montana) [Imperial College London 2010]
Antoine Jacquier (Department of Mathematics,
Imperial
College
London): *Asymptotic properties of the volatility surface *[Imperial College London 2010]
Matija Vidmar
(Faculty of Mathematics and Physics, University of Ljubljana, Slovenia): *Approximations of Levy and other processes
with jumps
*(jointly with Saul Jacka) [University of Warwick 2014]
Dejan
Siraj (Actuarial department, Triglav Group, Ljubljana, Slovenia):
*Coupling and the policy improvement algorithm for controlled diffusion processes* (jointly with Saul
Jacka) [University of Warwick 2015]