Victoria University

Browsing Doctoral Theses by Author "Randal, John"

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Browsing Doctoral Theses by Author "Randal, John"

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  • Randal, John (Victoria University of Wellington, 2002)
    Using volatility estimation as the underlying commonality this thesis traverses the statistical problem of robust estimation of scale, through to the financial problem of valuing call options over stock. We use a large ...

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