A general discrete-time arbitrage theorem

Description

Please read the abstract in the front section of this document / Dissertation (MSc (Mathematics))--University of Pretoria, 2005. / Mathematics and Applied Mathematics / unrestricted

Links & Downloads

1. http://hdl.handle.net/2263/28429
2. Van Zyl AJ, 2002, A general discrete-time arbitrage theorem, MSc dissertation, University of Pretoria, Pretoria, viewed yymmdd < http://hdl.handle.net/2263/28429 >
3. H737/th
4. http://upetd.up.ac.za/thesis/available/etd-10052005-125220/

Tags

Stochastic processes

Arbitrage

Discrete time systems

UCTD

Additional Fields

Identifer	oai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:up/oai:repository.up.ac.za:2263/28429
Date	05 October 2005
Creators	Van Zyl, Augustinus Johannes
Contributors	Prof J Swart, [e-mail]
Source Sets	South African National ETD Portal
Detected Language	English
Type	Dissertation
Rights	© 2002 University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means,without the prior written permission of the University of Pretoria.