Abstract
M.Sc. (Mathematical statistics)
- Title
- Option pricing : a GARCH model with Levy process innovations
- Creators - without role
- Grant Peter Moolman
- Awarding Institution
- University of Johannesburg; Undetermined
- Theses and Dissertations
- Undetermined, University of Johannesburg
- Identifiers
- 9910618607691
- Academic Unit
- University of Johannesburg
- Resource Type
- Dissertation