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:
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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