Victoria University

Browsing School of Mathematics and Statistics · Te Kura Mātai Tatauranga by Author "Randal, John"

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Browsing School of Mathematics and Statistics · Te Kura Mātai Tatauranga 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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