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

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dc.contributor.author Robbertse, Johannes Lodewickes
dc.date.accessioned 2008-07-07T09:11:28Z
dc.date.available 2008-07-07T09:11:28Z
dc.date.issued 2008-07-07T09:11:28Z
dc.identifier.uri http://hdl.handle.net/10210/756
dc.description.sponsorship Prof. F. Lombard en
dc.language.iso en en
dc.subject Options (Finance) en
dc.subject Distribution (Probability theory) en
dc.subject Gaussian distribution en
dc.subject Levy processes en
dc.subject Parameter estimation en
dc.subject Goodness-of-fit tests en
dc.subject Prices en
dc.subject Mathematical models en
dc.title On the modeling of asset returns and calibration of European option pricing models en
dc.type Thesis en

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