Search for dissertations about: "Ulrika Trolle"

Found 1 swedish dissertation containing the words Ulrika Trolle.

2. 1. On Lévy Processes in Mathematical Finance

   Author : Ulrika Trolle; Göteborgs universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : The focus of the first article, On the Modelling of Financial Data with Generalized Hyperbolic Distributions, lies in studying the performance of the generalized hyperbolic distribution (GH), when fitted to historical data. Four different areas were selected. READ MORE