Blar i NHH Brage på forfatter "Storeng, Håkon Båtnes"
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Jump-Diffusion Models for Option Pricing versus the Black Scholes Model
Storeng, Håkon Båtnes (Master thesis, 2014)In general, the daily logarithmic returns of individual stocks are not normally distributed. This poses a challenge when trying to compute the most accurate option prices. This thesis investigates three different models ...