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Pricing path dependent options under variance gamma dynamics
Word processed copy. Includes bibliographical references (leaves 82-83).
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Department of Mathematics and Applied Mathematics
2014
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| _version_ | 1867613220991139840 |
|---|---|
| access_status_str | Open Access |
| author | Anderson, Craig |
| author2 | Ouwehand, Peter |
| author_browse | Anderson, Craig Ouwehand, Peter |
| author_facet | Ouwehand, Peter Anderson, Craig |
| author_sort | Anderson, Craig |
| collection | Thesis |
| description | Word processed copy.
Includes bibliographical references (leaves 82-83). |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/4951 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:32:41.376Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | Department of Mathematics and Applied Mathematics |
| publisherStr | Department of Mathematics and Applied Mathematics |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/4951 Pricing path dependent options under variance gamma dynamics Anderson, Craig Ouwehand, Peter Mathematics of Finance Word processed copy. Includes bibliographical references (leaves 82-83). 2014-07-31T08:11:17Z 2014-07-31T08:11:17Z 2007 Master Thesis Masters MSc http://hdl.handle.net/11427/4951 eng application/pdf Department of Mathematics and Applied Mathematics Faculty of Science University of Cape Town |
| spellingShingle | Mathematics of Finance Anderson, Craig Pricing path dependent options under variance gamma dynamics |
| thesis_degree_str | Master's |
| title | Pricing path dependent options under variance gamma dynamics |
| title_full | Pricing path dependent options under variance gamma dynamics |
| title_fullStr | Pricing path dependent options under variance gamma dynamics |
| title_full_unstemmed | Pricing path dependent options under variance gamma dynamics |
| title_short | Pricing path dependent options under variance gamma dynamics |
| title_sort | pricing path dependent options under variance gamma dynamics |
| topic | Mathematics of Finance |
| url | http://hdl.handle.net/11427/4951 |
| work_keys_str_mv | AT andersoncraig pricingpathdependentoptionsundervariancegammadynamics |