Edson Pindza

University of Pretoria

Physical Address Economic and Management Sciences

Pretoria, Gauteng 0002

South Africa

SCHOLARLY PAPERS

1

DOWNLOADS

94

CITATIONS

1

Scholarly Papers (1)

Local Volatility Modeling of JSE Exotic Can-Do Options

Number of pages: 46 Posted: 02 Jul 2014
Antonie Kotze, Rudolf Oosthuizen and Edson Pindza
Financial Chaos Theory, JSE Securities Exchange and University of Pretoria
Downloads 51 (389,002)
Citation 1

Abstract:

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Exotic options, JSE, Can-Do Options, Implied Volatility, Local Volatility, Dupire Transforms, Gyongy, Theorem, Markov Projection

Local Volatility Modeling of JSE Exotic Can-Do Options

Number of pages: 47 Posted: 01 Apr 2015
Antonie Kotze, Rudolf Oosthuizen and Edson Pindza
Financial Chaos Theory, JSE Securities Exchange and University of Pretoria
Downloads 43 (418,619)

Abstract:

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Exotic options, JSE, Can-Do Options, Implied Volatility, Local Volatility, Dupire Transforms, Gyongy Theorem, Markov Projection