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~institution:"University of Stellenbosch. Faculty of Science. Dept. of Mathematical Sciences."
~subject:"Econometrics"
~subject:"Environmental Economics&Policies"
~subject:"Mathematical Sciences"
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Environmental Economics&Policies
Mathematical Sciences
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Levy asset dynamics
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Ouwehand, Peter
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Dushimimana, Jean Claude
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University of Stellenbosch. Faculty of Science. Dept. of Mathematical Sciences.
Economics Research, World Bank Group
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Stellenbosch University. Faculty of Science. Dept. of Mathematical Sciences.
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Pricing multi-asset options with levy copulas
Dushimimana, Jean Claude
-
2011
Thesis (MSc (
Mathematical
Sciences
))--University of Stellenbosch, 2011. …
Persistent link: https://www.econbiz.de/10009429598
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Model risk for barrier options when priced under different lévy dynamics
Mbakwe, Chidnima
-
2011
Thesis (MSc (
Mathematical
Sciences
))--University of Stellenbosch, 2011. …
Persistent link: https://www.econbiz.de/10009429599
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