Abstract
M.Sc.
- Title
- Stochastic volatility modeling of the Ornstein Uhlenbeck type : pricing and calibration
- Creators - without role
- Jean-Pierre Marshall
- Awarding Institution
- University of Johannesburg; Master of Science (MSc)
- Theses and Dissertations
- Master of Science (MSc), University of Johannesburg
- Identifiers
- 9913744807691
- Academic Unit
- University of Johannesburg; Department of Applied Mathematics
- Resource Type
- Thesis