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http://arks.princeton.edu/ark:/88435/dsp01mk61rk04j
Title: | Does Observed Skewness and Kurtosis Imply a Stochastic Volatility or Jump Diffusion Model? |
Authors: | Mather, Thomas J. |
Advisors: | Fefferman, Charles |
Department: | Mathematics |
Class Year: | 1999 |
Extent: | 24 Pages |
Other Identifiers: | 10620 |
URI: | http://arks.princeton.edu/ark:/88435/dsp01mk61rk04j |
Location : | This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact mudd@princeton.edu. |
Type of Material: | Princeton University Senior Theses |
Appears in Collections: | Mathematics, 1934-2020 |
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