Pricing options under stochastic volatility

dc.contributor.advisor	Van Niekerk, F.D.	en
dc.contributor.postgraduate	Venter, Rudolf Gerrit	en
dc.date.accessioned	2013-09-07T12:12:40Z
dc.date.available	2005-09-06	en
dc.date.available	2013-09-07T12:12:40Z
dc.date.created	2003-09-01	en
dc.date.issued	2006-09-06	en
dc.date.submitted	2005-09-05	en
dc.description	Dissertation (MSc (Mathematics of Finance))--University of Pretoria, 2006.	en
dc.description.abstract	Please read the abstract in the section 00front of this document	en
dc.description.availability	unrestricted	en
dc.description.department	Mathematics and Applied Mathematics	en
dc.identifier.citation	Venter, RG 2003, Pricing options under stochastic volatility , MSc dissertation, University of Pretoria, Pretoria, viewed yymmdd < http://hdl.handle.net/2263/27756 >	en
dc.identifier.other	H121/th	en
dc.identifier.upetdurl	http://upetd.up.ac.za/thesis/available/etd-09052005-120952/	en
dc.identifier.uri	http://hdl.handle.net/2263/27756
dc.language.iso		en
dc.publisher	University of Pretoria	en_ZA
dc.rights	© University of Pretoria 2003	en
dc.subject	Probabilities	en
dc.subject	Mathematical statistics	en
dc.subject	Stock price forecasting mathematical models	en
dc.subject	UCTD	en_US
dc.title	Pricing options under stochastic volatility	en
dc.type	Dissertation	en