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

M.Sc.

Identiferoai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:uj/uj:6632
Date23 February 2010
CreatorsMarshall, Jean-Pierre
Source SetsSouth African National ETD Portal
Detected LanguageEnglish
TypeThesis

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