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UM E-Theses Collection (澳門大學電子學位論文庫)

Title

The Girsanov's Theorems and the Novikov's Conditions

Issue date

2006.

Author

Sam, Heng Long

Faculty

Faculty of Science and Technology

Department

Department of Mathematics

Degree

M.Sc.

Subject

Stochastic differential equations

Finance -- Mathematical models

Supervisor

Ding, Deng

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Location
1/F Zone C
Library URL
991000166579706306