Option pricing models with jumps in the context of the JSE's Top40 index

Includes bibliographical references.

Bibliographic Details
Main Author:	Davies, Robin
Other Authors:	Ouwehand, Peter
Format:	Dissertation
Language:	English
Published:	University of Cape Town 2014
Online Access:	http://hdl.handle.net/11427/4377

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spelling	ndltd-netd.ac.za-oai-union.ndltd.org-uct-oai-localhost-11427-43772020-10-06T05:10:49Z Option pricing models with jumps in the context of the JSE's Top40 index Davies, Robin Ouwehand, Peter Includes bibliographical references. 2014-07-30T17:43:56Z 2014-07-30T17:43:56Z 2006 Master Thesis Masters MSc http://hdl.handle.net/11427/4377 eng application/pdf University of Cape Town Faculty of Science Department of Statistical Sciences
collection	NDLTD
language	English
format	Dissertation
sources	NDLTD
description	Includes bibliographical references.
author2	Ouwehand, Peter
author_facet	Ouwehand, Peter Davies, Robin
author	Davies, Robin
spellingShingle	Davies, Robin Option pricing models with jumps in the context of the JSE's Top40 index
author_sort	Davies, Robin
title	Option pricing models with jumps in the context of the JSE's Top40 index
title_short	Option pricing models with jumps in the context of the JSE's Top40 index
title_full	Option pricing models with jumps in the context of the JSE's Top40 index
title_fullStr	Option pricing models with jumps in the context of the JSE's Top40 index
title_full_unstemmed	Option pricing models with jumps in the context of the JSE's Top40 index
title_sort	option pricing models with jumps in the context of the jse's top40 index
publisher	University of Cape Town
publishDate	2014
url	http://hdl.handle.net/11427/4377
work_keys_str_mv	AT daviesrobin optionpricingmodelswithjumpsinthecontextofthejsestop40index
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Option pricing models with jumps in the context of the JSE's Top40 index

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