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
Mathematics -- Department of Mathematics


Supervisor
Ding Deng
Library URL
b1447308
Files In This Item:
View the Table of Contents
View the Abstract
Location
1/F Zone C
Supervisor
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