Razafimandimby, Paul Andre2022-02-152022-02-1520222022*A2022http://hdl.handle.net/2263/83925Dissertation (MSc (Mathematics of Finance))--University of Pretoria, 2022.Permanent embargoen© 2022 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.UCTDStochastic AnalysisDissertation