LÚvy Processes ľ 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!