ENGLISH ABSTRACT: In this thesis, we propose to use Levy processes to model the dynamics of asset prices. Inthe first part, we deal with single asset options and model the log stock prices with a Levyprocess. We employ pure jump Levy processes of infinite activity, in particular variancegamma...

The increase in the use of copulas has introduced implementation issues for both practitioners and researchers. One of the issues is to obtain a copula function for a given set of data. The most common approaches for the estimation of the parameters of the copula functions have been the Maximum...

The aim of this paper is to present data to verify the process of mathematization in economic theory. For this we used two representative samples from three of the most in fluential academic journals in the years 1955-56-57 and the years 2015-16-17. Thus, a contingency table was drawn up,...

In the present paper, we propose a new approach to investigate the logistic function, which is commonly used in mathematical models in economics and management. The approach is based on indicating in a given time series, having a logistic trend, some characteristic points corresponding to zeroes...