Title page for ETD etd-10052005-125220

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
Advisor Name Title
Prof J Swart Committee Chair
  • stochastic processes
  • arbitrage
  • discrete time systems
Date 2002-09-01
Availability unrestricted

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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