- UPSpace Home
- →
- Natural and Agricultural Sciences
- →
- Actuarial Science
- →
- Theses and Dissertations (Actuarial Science)
- →
- Browsing Theses and Dissertations (Actuarial Science) by Subject
JavaScript is disabled for your browser. Some features of this site may not work without it.
Browsing Theses and Dissertations (Actuarial Science) by Subject "GARCH"
Now showing items 1-1 of 1
-
(University of Pretoria, 2022)In this thesis, the generalised autoregressive conditional heteroskedasticity (GARCH) option pricing model is applied to illiquid markets, volatility indices and in a modern derivative pricing framework. Chapter 2 provides ...
Now showing items 1-1 of 1