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Option pricing models with jumps in the context of the JSE's Top40 index
Includes bibliographical references.
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| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Department of Statistical Sciences
2014
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| _version_ | 1867613161046147072 |
|---|---|
| access_status_str | Open Access |
| author | Davies, Robin |
| author2 | Ouwehand, Peter |
| author_browse | Davies, Robin Ouwehand, Peter |
| author_facet | Ouwehand, Peter Davies, Robin |
| author_sort | Davies, Robin |
| collection | Thesis |
| description | Includes bibliographical references. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/4377 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:31:43.046Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | Department of Statistical Sciences |
| publisherStr | Department of Statistical Sciences |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/4377 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 Department of Statistical Sciences Faculty of Science University of Cape Town |
| spellingShingle | Davies, Robin Option pricing models with jumps in the context of the JSE's Top40 index |
| thesis_degree_str | Master's |
| title | 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_short | 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 |
| url | http://hdl.handle.net/11427/4377 |
| work_keys_str_mv | AT daviesrobin optionpricingmodelswithjumpsinthecontextofthejsestop40index |