Title page for ETD etd-09052005-120952


Document Type Master's Dissertation
Author Venter, Rudolf Gerrit
URN etd-09052005-120952
Document Title Pricing options under stochastic volatility
Degree MSc (Mathematics of Finance)
Department Mathematics and Applied Mathematics
Supervisor
Advisor Name Title
Prof F D Van Niekerk Committee Chair
Keywords
  • probabilities
  • mathematical statistics
  • stock price forecasting mathematical models
Date 2003-09-01
Availability unrestricted
Abstract

Please read the abstract in the section 00front of this document

University of Pretoria 2003

Please cite as follows:

Venter, RG 2003, Pricing options under stochastic volatility , MSc dissertation, University of Pretoria, Pretoria, viewed yymmdd < http://upetd.up.ac.za/thesis/available/etd- 09052005-120952/ >

H121/th

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  00front.pdf 1.23 Mb 00:05:42 00:02:56 00:02:34 00:01:17 00:00:06
  01chapter1.pdf 371.99 Kb 00:01:43 00:00:53 00:00:46 00:00:23 00:00:01
  02part1chapter2.pdf 1.26 Mb 00:05:50 00:03:00 00:02:37 00:01:18 00:00:06
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  06chapter10.pdf 77.66 Kb 00:00:21 00:00:11 00:00:09 00:00:04 < 00:00:01
  07back.pdf 298.56 Kb 00:01:22 00:00:42 00:00:37 00:00:18 00:00:01

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