
Document Type Master's Dissertation Author Van Zyl, Augustinus Johannes URN etd-10052005-125220 Document Title A general discrete-time arbitrage theorem Degree MSc (Mathematics) Department Mathematics and Applied Mathematics Supervisor
Advisor Name Title Prof J Swart Committee Chair Keywords
- stochastic processes
- arbitrage
- discrete time systems
Date 2002-09-01 Availability unrestricted Abstract Please read the abstract in the front section of this document
© 2002 University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means,without the prior written permission of the University of Pretoria.
Please cite as follows:
Van Zyl AJ, 2002, A general discrete-time arbitrage theorem, MSc dissertation, University of Pretoria, Pretoria, viewed yymmdd < http://upetd.up.ac.za/thesis/available/etd- 10052005-125220/ >
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