Essays about: "Linus Hamlin"
Found 1 essay containing the words Linus Hamlin.
University essay from Lunds universitet/Matematisk statistik
Abstract : 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. READ MORE