Pricing options under stochastic volatility

Pricing options under stochastic volatility

Please read the abstract in the section 00front of this document === Dissertation (MSc (Mathematics of Finance))--University of Pretoria, 2006. === Mathematics and Applied Mathematics === unrestricted

Bibliographic Details
Main Author: Venter, Rudolf Gerrit
Other Authors: Prof F D Van Niekerk
Published: 2013
Subjects:
Probabilities
Mathematical statistics
Stock price forecasting mathematical models
UCTD
Online Access:http://hdl.handle.net/2263/27756
Venter, RG 2003, Pricing options under stochastic volatility , MSc dissertation, University of Pretoria, Pretoria, viewed yymmdd < http://hdl.handle.net/2263/27756 >
http://upetd.up.ac.za/thesis/available/etd-09052005-120952/
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spelling ndltd-netd.ac.za-oai-union.ndltd.org-up-oai-repository.up.ac.za-2263-277562017-07-20T04:11:20Z Pricing options under stochastic volatility Venter, Rudolf Gerrit Prof F D Van Niekerk upetd@up.ac.za Probabilities Mathematical statistics Stock price forecasting mathematical models UCTD Please read the abstract in the section 00front of this document Dissertation (MSc (Mathematics of Finance))--University of Pretoria, 2006. 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 http://hdl.handle.net/2263/27756 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://upetd.up.ac.za/thesis/available/etd-09052005-120952/ © University of Pretoria 2003
collection NDLTD
sources NDLTD
topic Probabilities
Mathematical statistics
Stock price forecasting mathematical models
UCTD
spellingShingle Probabilities
Mathematical statistics
Stock price forecasting mathematical models
UCTD
Venter, Rudolf Gerrit
Pricing options under stochastic volatility
description Please read the abstract in the section 00front of this document === Dissertation (MSc (Mathematics of Finance))--University of Pretoria, 2006. === Mathematics and Applied Mathematics === unrestricted
author2 Prof F D Van Niekerk
author_facet Prof F D Van Niekerk
Venter, Rudolf Gerrit
author Venter, Rudolf Gerrit
author_sort Venter, Rudolf Gerrit
title Pricing options under stochastic volatility
title_short 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_sort pricing options under stochastic volatility
publishDate 2013
url http://hdl.handle.net/2263/27756
Venter, RG 2003, Pricing options under stochastic volatility , MSc dissertation, University of Pretoria, Pretoria, viewed yymmdd < http://hdl.handle.net/2263/27756 >
http://upetd.up.ac.za/thesis/available/etd-09052005-120952/
work_keys_str_mv AT venterrudolfgerrit pricingoptionsunderstochasticvolatility
_version_ 1718498702563213312

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