Levy processes have attained good results in pricing single asset options. Within this dissertation, we present a technique allowing us to extend the single asset pricing approach based upon Levy processes to multiasset cases. In our approach, we suppose the log-return of
A perfect paper machine would not need any control action. However, defects in the production process and disturbances in raw material cause instability which requires control actions. The compensations made in the controlled variables often cause variations in other properties. In order
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