Access Repository

Note: Clicking the button above will open the full text document at the original institutional repository in a new window.

Pricing American compound options with stochastic volatility and correlated interest rates

Dissertation (MSc (Financial Engineering))--University of Pretoria, 2023

Saved in:

Bibliographic Details
Other Authors:	van Vuuren, Gary
Format:	Thesis
Language:	English
Published:	University of Pretoria 2024
Subjects:	UCTD Sustainable Development Goals (SDGs) Compound option Option pricing Stochastic process Stochastic stock price Stochastic volatility Stochastic interest rate
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

http://hdl.handle.net/2263/97087