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

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

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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