Options under Stable Laws
| Thesis title in Czech: | Možnosti se stabilními distribucemi |
|---|---|
| Thesis title in English: | Options under Stable Laws |
| Key words: | stabilni rozdeleni, Mellinova transformace, soucin nezavislych nahodnych velicin, levy model, samoshodne plochy implikovanych volatilit |
| English key words: | one-dimensional stable laws, Mellin transform, product of independent random variables, levy model, self-similar volatility surfaces |
| Academic year of topic announcement: | 2005/2006 |
| Thesis type: | dissertation |
| Thesis language: | angličtina |
| Department: | Ústav teorie informace a automatizace AV ČR, v.v.i. (32-UTIAAV) |
| Supervisor: | doc. Petr Volf, CSc. |
| Author: | hidden - assigned and confirmed by the Study Dept. |
| Date of registration: | 01.10.2005 |
| Date of assignment: | 01.10.2005 |
| Date and time of defence: | 22.11.2013 10:00 |
| Date of electronic submission: | 27.08.2013 |
| Date of submission of printed version: | 27.08.2013 |
| Date of proceeded defence: | 22.11.2013 |
| Opponents: | prof. Lev Klebanov, DrSc. |
| prof. RNDr. Jiří Witzany, Ph.D. | |