The Piterbarg framework for option pricing

Dissertation

Open access

Sven Thorsten Von Boetticher

Doctor of Philosophy (PHD), University of Johannesburg

2017

Handle:

https://hdl.handle.net/10210/237297

Abstract

Options (Finance) - Prices

Options (Finance) - Mathematical models

Derivative securities

Please refer to full text to view abstract Ph.D.

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Title: The Piterbarg framework for option pricing
Creators - without role: Sven Thorsten Von Boetticher
Contributors - without role: C.C. Labuschagne
Awarding Institution: University of Johannesburg; Doctor of Philosophy (PHD)
Theses and Dissertations: Doctor of Philosophy (PHD), University of Johannesburg
Identifiers: 9910307807691
Copyright: University of Johannesburg
Academic Unit: Department of Economic and Econometrics
Resource Type: Dissertation