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Please use this identifier to cite or link to this item: 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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