Lévy Processes – the Normal Approximation in Simulation
Master's thesis for the degree cand. act. at University of Copenhagen
Supervisor: Thomas Mikosch
Submitted 2nd December 2002
The source code for the programs
used in my thesis is available for download. It is Delphi code and contains Windows
binaries - Unix binaries can be compiled using Kylix.
My thesis is also available for download in
.ps
or .pdf format. Some of the graphs look
a bit odd in the .pdf format, so please use the .ps file if you can!
/Simon