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Pricing options under stochastic volatility
Dissertation (MSc (Mathematics of Finance))--University of Pretoria, 2006.
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| Format: | Thesis |
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University of Pretoria
2013
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| _version_ | 1867613581539803136 |
|---|---|
| access_status_str | Open Access |
| author2 | Van Niekerk, F.D. |
| author_browse | Van Niekerk, F.D. |
| author_facet | Van Niekerk, F.D. |
| collection | Thesis |
| dc_rights_str_mv | © University of Pretoria 2003 |
| description | Dissertation (MSc (Mathematics of Finance))--University of Pretoria, 2006. |
| format | Thesis |
| id | oai:repository.up.ac.za:2263/27756 |
| institution | University of Pretoria (South Africa) |
| last_indexed | 2026-06-10T12:38:25.653Z |
| license_str | Other — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UPSpace — University of Pretoria Institutional Repository |
| publishDate | 2013 |
| publishDateRange | 2013 |
| publishDateSort | 2013 |
| publisher | University of Pretoria |
| publisherStr | University of Pretoria |
| record_format | dspace |
| source_str | UPSpace — University of Pretoria Institutional Repository |
| spelling | oai:repository.up.ac.za:2263/27756 Pricing options under stochastic volatility Van Niekerk, F.D. upetd@up.ac.za Venter, Rudolf Gerrit Probabilities Mathematical statistics Stock price forecasting mathematical models UCTD Dissertation (MSc (Mathematics of Finance))--University of Pretoria, 2006. Please read the abstract in the section 00front of this document Mathematics and Applied Mathematics unrestricted 2013-09-07T12:12:40Z 2005-09-06 2013-09-07T12:12:40Z 2003-09-01 2006-09-06 2005-09-05 Dissertation Venter, RG 2003, Pricing options under stochastic volatility , MSc dissertation, University of Pretoria, Pretoria, viewed yymmdd < http://hdl.handle.net/2263/27756 > H121/th http://hdl.handle.net/2263/27756 http://upetd.up.ac.za/thesis/available/etd-09052005-120952/ © University of Pretoria 2003 application/pdf application/pdf application/pdf application/pdf application/pdf application/pdf application/pdf application/pdf application/pdf application/pdf application/pdf application/pdf application/pdf University of Pretoria |
| spellingShingle | Probabilities Mathematical statistics Stock price forecasting mathematical models UCTD Pricing options under stochastic volatility |
| title | Pricing options under stochastic volatility |
| title_full | Pricing options under stochastic volatility |
| title_fullStr | Pricing options under stochastic volatility |
| title_full_unstemmed | Pricing options under stochastic volatility |
| title_short | Pricing options under stochastic volatility |
| title_sort | pricing options under stochastic volatility |
| topic | Probabilities Mathematical statistics Stock price forecasting mathematical models UCTD |
| url | http://hdl.handle.net/2263/27756 http://upetd.up.ac.za/thesis/available/etd-09052005-120952/ |