Sökning: "Menelaos Karanasos"

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1. 1. Essays on Gaussian Probability Laws with Stochastic Means and Variances : With Applications to Financial Economics

   Författare :Anders Eriksson; Lars Forsberg; Menelaos Karanasos; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Statistics; Approximating a function of random variables; Skewness Modeling; Skewed GARCH process; Lévy Process; Option pricing; Statistik; Statistics; Statistik;

   Sammanfattning : This work consists of four articles concerning Gaussian probability laws with stochastic means and variances. The first paper introduces a new way of approximating the probability distribution of a function of random variables. This is done with a Gaussian probability law with stochastic mean and variance. LÄS MER