On the modeling of asset returns and calibration of European option pricing models

Description

Prof. F. Lombard

Links & Downloads

1. uj:10194
2. http://hdl.handle.net/10210/756

Tags

Options (Finance)

Distribution (Probability theory)

Gaussian distribution

Levy processes

Parameter estimation

Goodness-of-fit tests

Prices

Mathematical models

Additional Fields

Identifer	oai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:uj/uj:10194
Date	07 July 2008
Creators	Robbertse, Johannes Lodewickes
Source Sets	South African National ETD Portal
Detected Language	English
Type	Thesis