Characterizing Brownian motion by martingale properties

dc.contributor.advisorSwart, Johan
dc.contributor.coadvisorVan Zyl, A.J.
dc.contributor.emailgroblere@mweb.co.zaen
dc.contributor.postgraduateGrobler, Ettienne
dc.date.accessioned2013-09-09T12:21:58Z
dc.date.available2007-02-21en
dc.date.available2013-09-09T12:21:58Z
dc.date.created2006-04-21en
dc.date.issued2005en
dc.date.submitted2007-02-21en
dc.descriptionDissertation (MSc (Mathematics of Finance))--University of Pretoria, 2005en
dc.description.abstractNo abstracten
dc.description.availabilityRestricteden
dc.description.departmentMathematics and Applied Mathematicsen
dc.description.facultyFaculty of Natural and Agricultural Sciences
dc.identifier.citationGrobler, E 2006, Characterizing Brownian motion by martingale properties, MSc dissertation, University of Pretoria, Pretoria, viewed yymmdd < http://upetd.up.ac.za/thesis/available/etd-02212007-172903/ >en
dc.identifier.upetdurlhttp://upetd.up.ac.za/thesis/available/etd-02212007-172903/en
dc.identifier.urihttp://hdl.handle.net/2263/31549
dc.language.isoenen
dc.publisherUniversity of Pretoria
dc.rights© 2006, University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria.en
dc.subjectUCTDen
dc.subjectBrownianen
dc.subjectMotionen
dc.subjectMartingale propertiesen
dc.subjectCharacterizing
dc.titleCharacterizing Brownian motion by martingale propertiesen
dc.typeDissertationen

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