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Pricing equity derivatives under stochastic volatility : A partial differential equation approach

NO ABSTRACT PRESENT ON CD.

Identiferoai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:wits/oai:wiredspace.wits.ac.za:10539/5772
Date20 October 2008
CreatorsSheppard, Roelof
Source SetsSouth African National ETD Portal
LanguageEnglish
Detected LanguageEnglish
TypeThesis
Formatapplication/pdf

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