Sökning: "Linus Hamlin"
Hittade 1 uppsats innehållade orden Linus Hamlin.
- Master-uppsats, Lunds universitet/Matematisk statistik
Sammanfattning : The work in this thesis is meant to improve an existing algorithm described in Nystrup (2017). As the original model uses a normal distribution to approximate the daily logarithmic returns, the authors of this thesis aim to improve the approximation by using Student’s t-distribution which may be a better approximation of financial data. LÄS MER