Please use this identifier to cite or link to this item:
http://arks.princeton.edu/ark:/88435/dsp01v118rh17w| Title: | Simulating the Hurst Parameter Dynamics of Fractional Stochastic Volatility Models |
| Authors: | Chuckran, Matthew |
| Advisors: | Goldston, Robert J. |
| Department: | Physics |
| Class Year: | 2017 |
| URI: | http://arks.princeton.edu/ark:/88435/dsp01v118rh17w |
| Type of Material: | Princeton University Senior Theses |
| Language: | en_US |
| Appears in Collections: | Physics, 1936-2020 |
Files in This Item:
| File | Size | Format | |
|---|---|---|---|
| ChuckranThesis.pdf | 607.54 kB | Adobe PDF | Request a copy |
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