Pricing path dependent options under variance gamma dynamics

Master Thesis

2007

Permanent link to this Item
http://hdl.handle.net/11427/4951
Files
thesis_sci_2007_anderson_c.pdf (3.8 MB)
Authors
Anderson, Craig
Supervisors
Ouwehand, Peter
Journal Title
Link to Journal
Journal ISSN
Volume Title
Publisher
Publisher

University of Cape Town

Department
Department of Mathematics and Applied Mathematics
Faculty
Faculty of Science
License
Series
Abstract
Word processed copy. Includes bibliographical references (leaves 82-83).
Description
Keywords
Mathematics of Finance

Reference:

Anderson, C. 2007. Pricing path dependent options under variance gamma dynamics. University of Cape Town.

Collections
Masters