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Strong approximation on the Cox-Ingersoll-Ross model

Dissertation (MSc (Mathematics of Finance))--University of Pretoria, 2022.

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Other Authors: Razafimandimby, Paul Andre
Format: Thesis
Language:English
Published: University of Pretoria 2022
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access_status_str Open Access
author2 Razafimandimby, Paul Andre
author_browse Razafimandimby, Paul Andre
author_facet Razafimandimby, Paul Andre
collection Thesis
dc_rights_str_mv © 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.
description Dissertation (MSc (Mathematics of Finance))--University of Pretoria, 2022.
format Thesis
id oai:repository.up.ac.za:2263/83925
institution University of Pretoria (South Africa)
language English
last_indexed 2026-06-10T12:39:18.126Z
license_str Other — see source repository
provenance_str_mv Harvested via OAI-PMH from UPSpace — University of Pretoria Institutional Repository
publishDate 2022
publishDateRange 2022
publishDateSort 2022
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:2263/83925 Strong approximation on the Cox-Ingersoll-Ross model Razafimandimby, Paul Andre S.G.Letsoalo@gmail.com Zakaria I, Idriss Ali Letsoalo, Sabelo Gerald UCTD Stochastic Analysis Dissertation (MSc (Mathematics of Finance))--University of Pretoria, 2022. Permanent embargo Mathematics and Applied Mathematics MSc (Mathematics of Finance) Unrestricted 2022-02-15T08:11:10Z 2022-02-15T08:11:10Z 2022 2022 Dissertation * A2022 http://hdl.handle.net/2263/83925 en © 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. application/pdf University of Pretoria
spellingShingle UCTD
Stochastic Analysis
Strong approximation on the Cox-Ingersoll-Ross model
title Strong approximation on the Cox-Ingersoll-Ross model
title_full Strong approximation on the Cox-Ingersoll-Ross model
title_fullStr Strong approximation on the Cox-Ingersoll-Ross model
title_full_unstemmed Strong approximation on the Cox-Ingersoll-Ross model
title_short Strong approximation on the Cox-Ingersoll-Ross model
title_sort strong approximation on the cox ingersoll ross model
topic UCTD
Stochastic Analysis
url http://hdl.handle.net/2263/83925