Speaker: Dr Yuuki Ida (Ritsumeikan University, Kyoto) Title: Hyperbolic symmetrization of Heston type diffusion The symmetrization of diffusion processes was originally introduced by Imamura, Ishigaki and Okumura, and was applied to pricing of barrier options. We introduced a hyperbolic version of the symmetrization of a diffusion by symmetrizing drift coefficient. In view of applications under a SABR model, which is transformed to a hyperbolic Brownian motion with drift. In the talk, in order to apply the hyperbolic symmetrization technique to Heston model, we introduce an extension where diffusion coefficient is also symmetrized. Some numerical results are also presented. http://www.maths.usyd.edu.au/u/SemConf/Stochastics_Finance/seminar.html