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Pricing options under stochastic volatility

Description

Please read the abstract in the section 00front of this document / Dissertation (MSc (Mathematics of Finance))--University of Pretoria, 2006. / Mathematics and Applied Mathematics / unrestricted

Links & Downloads
  1. http://hdl.handle.net/2263/27756
  2. Venter, RG 2003, Pricing options under stochastic volatility , MSc dissertation, University of Pretoria, Pretoria, viewed yymmdd < http://hdl.handle.net/2263/27756 >
  3. H121/th
  4. http://upetd.up.ac.za/thesis/available/etd-09052005-120952/
Tags
Probabilities
Mathematical statistics
UCTD
Additional Fields
Identiferoai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:up/oai:repository.up.ac.za:2263/27756
Date05 September 2005
CreatorsVenter, Rudolf Gerrit
ContributorsProf F D Van Niekerk, upetd@up.ac.za
Source SetsSouth African National ETD Portal
Detected LanguageEnglish
TypeDissertation
Rights© University of Pretoria 2003

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