On the normal inverse Gaussian distribution in modeling volatility in the financial markets
By: Lars Forsberg.
Series: Acta Universitatis Upsaliensis.; 5
Publisher: D440istribution, Uppsala University Library
Published: 2002
Place of publication: [Uppsala University]
Language: eng
Number of pages: 168
Subjects: Investments -- Mathematical models.; Inverse Gaussian distribution.
Notes: Includes bibliographical references (p. [148]-153).
Thesis (doctoral)--Uppsala University, 2002.