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On the modeling of asset returns and calibration of European option pricing models
Johannes Lodewickes Robbertse
Undetermined, University of Johannesburg
07/07/2008
Handle:
https://hdl.handle.net/10210/756
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Abstract
Options (Finance)
Distribution (Probability theory)
Gaussian distribution
Levy processes
Parameter estimation
Goodness-of-fit tests
Prices
Mathematical models
Prof. F. Lombard
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Title
On the modeling of asset returns and calibration of European option pricing models
Creators - without role
Johannes Lodewickes Robbertse
Awarding Institution
University of Johannesburg; Undetermined
Theses and Dissertations
Undetermined, University of Johannesburg
Identifiers
9910512907691
Academic Unit
University of Johannesburg; Department of Applied Mathematics
Resource Type
Dissertation
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