Browsing Theses and Dissertations (University of Pretoria) by Postgraduate "Yani, Bridgette Makhosazana"
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Browsing Theses and Dissertations (University of Pretoria) by Postgraduate "Yani, Bridgette Makhosazana"
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(University of Pretoria, 2012)This dissertation is based on the papers written by Platen and Rebolledo (1996), and Platen (1999). The papers focuses on modeling the short term interest rate by optimizing relative entropy of two probability measures Q ...
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