Stochastic volatility modeling of the Ornstein Uhlenbeck type : pricing and calibration

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dc.contributor.advisor Dr. H.F. van Rooy Prof. F. Lombard en
dc.contributor.author Marshall, Jean-Pierre
dc.date.accessioned 2010-02-23T10:22:16Z
dc.date.available 2010-02-23T10:22:16Z
dc.date.issued 2010-02-23T10:22:16Z
dc.date.submitted 2008-04
dc.identifier.uri http://hdl.handle.net/10210/3033
dc.description M.Sc. en
dc.language.iso en en
dc.subject Stochastic processes en
dc.subject Lévy processes en
dc.subject Gaussian processes en
dc.subject Ornstein-Uhlenbeck process en
dc.subject Options (Finance) en
dc.subject Prices en
dc.title Stochastic volatility modeling of the Ornstein Uhlenbeck type : pricing and calibration en
dc.type Thesis en

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