Browsing Theses and Dissertations (Statistics) by Supervisor "Visagie, Jaco"

Browsing Theses and Dissertations (Statistics) by Supervisor "Visagie, Jaco"

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  • On the use of Lèvy processes in option pricing 
    Kwinje, Clemence Rangarirai (University of Pretoria, 2017)
    In this dissertation, we t various nancial models to observed stock prices and we calculate the option prices under each of these models. All of the models considered are based on Lévy processes, which are processes with ...
  • On weighted Poisson distributions and processes, with associated inference and applications 
    Mijburgh, Philip Albert (University of Pretoria, 2020)
    In this thesis, weighted Poisson distributions and processes are investigated, as alternatives to Poisson distributions and processes, for the modelling of discrete data. In order to determine whether the use of a weighted ...