Option pricing models with jumps in the context of the JSE's Top40 index

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dc.contributor.advisorOuwehand, Peteren_ZA
dc.contributor.authorDavies, Robinen_ZA
dc.date.accessioned2014-07-30T17:43:56Z
dc.date.available2014-07-30T17:43:56Z
dc.date.issued2006en_ZA
dc.description.abstractIncludes bibliographical references.en_ZA
dc.identifier.apacitationDavies, R. (2006). <i>Option pricing models with jumps in the context of the JSE's Top40 index</i>. (Thesis). University of Cape Town ,Faculty of Science ,Department of Statistical Sciences. Retrieved from http://hdl.handle.net/11427/4377en_ZA
dc.identifier.chicagocitationDavies, Robin. <i>"Option pricing models with jumps in the context of the JSE's Top40 index."</i> Thesis., University of Cape Town ,Faculty of Science ,Department of Statistical Sciences, 2006. http://hdl.handle.net/11427/4377en_ZA
dc.identifier.citationDavies, R. 2006. Option pricing models with jumps in the context of the JSE's Top40 index. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Davies, Robin AB - Includes bibliographical references. DA - 2006 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2006 T1 - Option pricing models with jumps in the context of the JSE's Top40 index TI - Option pricing models with jumps in the context of the JSE's Top40 index UR - http://hdl.handle.net/11427/4377 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/4377
dc.identifier.vancouvercitationDavies R. Option pricing models with jumps in the context of the JSE's Top40 index. [Thesis]. University of Cape Town ,Faculty of Science ,Department of Statistical Sciences, 2006 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/4377en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentDepartment of Statistical Sciencesen_ZA
dc.publisher.facultyFaculty of Scienceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.titleOption pricing models with jumps in the context of the JSE's Top40 indexen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMScen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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