Pricing options under stochastic volatility

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University of Pretoria

Abstract

Please read the abstract in the section 00front of this document

Description

Dissertation (MSc (Mathematics of Finance))--University of Pretoria, 2006.

Keywords

Probabilities, Mathematical statistics, Stock price forecasting mathematical models, UCTD

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Citation

Venter, RG 2003, Pricing options under stochastic volatility , MSc dissertation, University of Pretoria, Pretoria, viewed yymmdd < http://hdl.handle.net/2263/27756 >