Browsing by Subject "Pareto distribution"
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On testing the assumption of the Pareto type I distribution
(North-West University (South Africa), 2023)The Pareto distribution is a popular model in economics, finance and actuarial sciences. Consequently, a number of goodness-of-fit tests, based on diverse characteristics, have been developed to test the goodness- of-fit ... -
On the calibration of Lévy option pricing models
(2015)In this thesis we consider the calibration of models based on Lévy processes to option prices observed in some market. This means that we choose the parameters of the option pricing models such that the prices calculated ...