Stochastic volatility modeling of the Ornstein Uhlenbeck type : pricing and calibration

Description

M.Sc.

Links & Downloads

1. uj:6632
2. http://hdl.handle.net/10210/3033

Tags

Stochastic processes

Lévy processes

Gaussian processes

Ornstein-Uhlenbeck process

Options (Finance)

Prices

Additional Fields

Identifer	oai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:uj/uj:6632
Date	23 February 2010
Creators	Marshall, Jean-Pierre
Source Sets	South African National ETD Portal
Detected Language	English
Type	Thesis