Pricing path dependent options under variance gamma dynamics

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dc.contributor.advisorOuwehand, Peteren_ZA
dc.contributor.authorAnderson, Craigen_ZA
dc.date.accessioned2014-07-31T08:11:17Z
dc.date.available2014-07-31T08:11:17Z
dc.date.issued2007en_ZA
dc.description.abstractWord processed copy. Includes bibliographical references (leaves 82-83).en_ZA
dc.identifier.apacitationAnderson, 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/11427/4951en_ZA
dc.identifier.chicagocitationAnderson, 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/11427/4951en_ZA
dc.identifier.citationAnderson, C. 2007. Pricing path dependent options under variance gamma dynamics. University of Cape Town.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
dc.identifier.urihttp://hdl.handle.net/11427/4951
dc.identifier.vancouvercitationAnderson 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/11427/4951en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentDepartment of Mathematics and Applied Mathematicsen_ZA
dc.publisher.facultyFaculty of Scienceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherMathematics of Financeen_ZA
dc.titlePricing path dependent options under variance gamma dynamicsen_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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