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
Main Author: | Venter, Rudolf Gerrit |
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Other Authors: | Prof F D Van Niekerk |
Published: |
2013
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Subjects: | |
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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