Pricing path dependent options under variance gamma dynamics

Anderson, Craig

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Department of Mathematics and Applied Mathematics

Pricing path dependent options under variance gamma dynamics

dc:creator Anderson, Craig

dc:date.issued2007

Abstract

dc:description.abstract

Word processed copy. Includes bibliographical references (leaves 82-83).

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Grantor dc:publisher.institution: Department of Mathematics and Applied Mathematics
Year dc:date.issued: 2007

Author and committee

dc:creator, dc:contributor.*

Author dc:creator: Anderson, Craig
Advisor dc:contributor.advisor: Ouwehand, Peter

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Language dc:language.iso: eng

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Handle dc:identifier.uri: http://hdl.handle.net/11427/4951
OAI identifier oai:identifier: oai:open.uct.ac.za:11427/4951

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Harvested from: University of Cape Town
Base URL: open.uct.ac.za/oai/request
Last updated: 2026-07-22
Source record: OAI-PMH GetRecord

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citation

Anderson, Craig. Pricing path dependent options under variance gamma dynamics. Department of Mathematics and Applied Mathematics, 2007. http://hdl.handle.net/11427/4951

Pricing path dependent options under variance gamma dynamics

Abstract

Degree

Author and committee

Rights

Identifiers

Chain of custody

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