Pricing path dependent options under variance gamma dynamics

 

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dc.contributor.advisor Ouwehand, Peter en_ZA
dc.contributor.author Anderson, Craig en_ZA
dc.date.accessioned 2014-07-31T08:11:17Z
dc.date.available 2014-07-31T08:11:17Z
dc.date.issued 2007 en_ZA
dc.identifier.citation Anderson, C. 2007. Pricing path dependent options under variance gamma dynamics. University of Cape Town. en_ZA
dc.identifier.uri http://hdl.handle.net/11427/4951
dc.description.abstract Word processed copy. Includes bibliographical references (leaves 82-83). en_ZA
dc.language.iso eng en_ZA
dc.subject.other Mathematics of Finance en_ZA
dc.title Pricing path dependent options under variance gamma dynamics en_ZA
dc.type Master Thesis
uct.type.publication Research en_ZA
uct.type.resource Thesis en_ZA
dc.publisher.institution University of Cape Town
dc.publisher.faculty Faculty of Science en_ZA
dc.publisher.department Department of Mathematics and Applied Mathematics en_ZA
dc.type.qualificationlevel Masters
dc.type.qualificationname MSc en_ZA
uct.type.filetype Text
uct.type.filetype Image
dc.identifier.apacitation Anderson, C. (2007). <i>Pricing path dependent options under variance gamma dynamics</i>. (Thesis). University of Cape Town ,Faculty of Science ,Department of Mathematics and Applied Mathematics. Retrieved from http://hdl.handle.net/11427/4951 en_ZA
dc.identifier.chicagocitation Anderson, Craig. <i>"Pricing path dependent options under variance gamma dynamics."</i> Thesis., University of Cape Town ,Faculty of Science ,Department of Mathematics and Applied Mathematics, 2007. http://hdl.handle.net/11427/4951 en_ZA
dc.identifier.vancouvercitation Anderson C. Pricing path dependent options under variance gamma dynamics. [Thesis]. University of Cape Town ,Faculty of Science ,Department of Mathematics and Applied Mathematics, 2007 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/4951 en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Anderson, Craig AB - Word processed copy. Includes bibliographical references (leaves 82-83). DA - 2007 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2007 T1 - Pricing path dependent options under variance gamma dynamics TI - Pricing path dependent options under variance gamma dynamics UR - http://hdl.handle.net/11427/4951 ER - en_ZA


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