Pricing options under stochastic volatility

Files

00front.pdf (1.17 MB)

01chapter1.pdf (361.62 KB)

02part1chapter2.pdf (1.2 MB)

02part1chapter3.pdf (350.45 KB)

02part1chapter4.pdf (625.97 KB)

Date

Authors

Venter, Rudolf Gerrit

Publisher

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

Citation

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

URI

http://hdl.handle.net/2263/27756

Collections

Theses and Dissertations (University of Pretoria)
Theses and Dissertations (Mathematics and Applied Mathematics)