school
UM E-Theses Collection (澳門大學電子學位論文庫)
- Title
-
Backward stochastic differential equations and option pricing
- Issue date
-
2003.
- Author
-
Leng, Weng San
- Faculty
-
Faculty of Science and Technology
- Department
-
Department of Mathematics
- Degree
-
M.Sc.
- Subject
-
Stochastic differential equations
Options (Finance) -- Mathematical models
- Supervisor
-
Ding, Deng
- Files In This Item
- Location
- 1/F Zone C
- Library URL
- 991008455069706306