Search
Skip to Search Results
Filter
Subject / Keyword
Author / Creator / Contributor
Year
Collections
Languages
Item type
-
Fall 2018
The thesis deals with the problem of minimization of Conditional Value at Risk within the context of Margrabe market under constraints on the initial capital available. We propose to approximate the distribution of the difference between two lognormal random variables using normal distribution...
1 - 1 of 1