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postgraduate thesis: Aspects of modelling stochastic volatility

TitleAspects of modelling stochastic volatility
Authors
Advisors
Advisor(s):Li, WK
Issue Date2000
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
Citation
Tsang, W. [曾慧賢]. (2000). Aspects of modelling stochastic volatility. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3122351
DegreeMaster of Philosophy
SubjectStochastic analysis.
Dept/ProgramStatistics and Actuarial Science

 

DC FieldValueLanguage
dc.contributor.advisorLi, WK-
dc.contributor.authorTsang, Wai-yin-
dc.contributor.author曾慧賢-
dc.date.issued2000-
dc.identifier.citationTsang, W. [曾慧賢]. (2000). Aspects of modelling stochastic volatility. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3122351-
dc.languageeng-
dc.publisherThe University of Hong Kong (Pokfulam, Hong Kong)-
dc.relation.ispartofHKU Theses Online (HKUTO)-
dc.rightsThe author retains all proprietary rights, (such as patent rights) and the right to use in future works.-
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.source.urihttp://hub.hku.hk/bib/B31223515-
dc.subject.lcshStochastic analysis.-
dc.titleAspects of modelling stochastic volatility-
dc.typePG_Thesis-
dc.identifier.hkulb3122351-
dc.description.thesisnameMaster of Philosophy-
dc.description.thesislevelMaster-
dc.description.thesisdisciplineStatistics and Actuarial Science-
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.5353/th_b3122351-
dc.date.hkucongregation2000-

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