Browsing Magister Scientiae - MSc (Mathematics and Applied Mathematics) by Subject "European options"

Now showing items 1-2 of 2

  • Discrete and continuous time methods of optimization in pension fund management 

    Muller, Grant Envar (2010)
    Pensions are essentially the only source of income for many retired workers. It is thus critical that the pension fund manager chooses the right type of plan for his/her workers.Every pension scheme follows its own set of ...

  • Pricing European options : a model-free approach 

    Nkosi, Siboniso Confrence (University of the Western Cape, 2016)
    This paper focuses on the newly revived interest to model free approach in finance. Instead of postulating some probability measure it emerges in a form of an outer-measure. We review the behavior of a market stock price ...