Transform analysis of affine jump diffusion processes with applications to asset pricing

Description

Thesis (M.Sc.(Mathematics and Applied Mathematics)) -- University of Pretoria, 2008. / Includes bibliographical references. Available on the Internet via the World Wide Web.

Links & Downloads

1. http://upetd.up.ac.za/thesis/available/etd-06112008-162807

Tags

Diffusion processes.

Additional Fields

Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/244724997
Date	January 2008
Creators	Bambe Moutsinga, Claude Rodrigue.
Publisher	Pretoria : [s.n.],
Source Sets	OCLC
Language	English
Detected Language	English