Essays about: "carl paulin"
Found 2 essays containing the words carl paulin.
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1. Detecting anomalies in data streams driven by ajump-diffusion process
University essay from Umeå universitet/Institutionen för fysikAbstract : Jump-diffusion processes often model financial time series as they can simulate the random jumps that they frequently exhibit. These jumps can be seen as anomalies and are essential for financial analysis and model building, making them vital to detect. READ MORE
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2. Option pricing models: A comparison between models with constant and stochastic volatilities as well as discontinuity jumps
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : The purpose of this thesis is to compare option pricing models. We have investigated the constant volatility models Black-Scholes-Merton (BSM) and Merton’s Jump Diffusion (MJD) as well as the stochastic volatility models Heston and Bates. READ MORE
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