Oxford Thesis Collection

Thesis

Backward stochastic differential equations in finance

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APA Style

Shi, H. (2010). Backward stochastic differential equations in finance [PhD thesis].

MLA Style

Shi, H. Backward Stochastic Differential Equations in Finance. 2010. PhD thesis.

Chicago Style

Shi, H. 2010. “Backward Stochastic Differential Equations in Finance.” PhD thesis.
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Files:: H_Shi.pdf

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Authors

+ Shi, H More by this author

Role:: Author

Publisher:: Mathematical Institute;Oxford University
Publication date:: 2010-07-01
Type of award:: DPhil
Level of award:: Doctoral

UUID:: uuid:f8b7c5eb-4888-49fc-96e5-00d706cdc6eb
Local pid:: oai:eprints.maths.ox.ac.uk:929
Deposit date:: 2011-05-20
ARK identifier:: ark:/29072/ora_f8b7c5eb488849fc96e500d706cdc6eb

Terms of use

Copyright holder:: Shi, H
Copyright date:: 2010

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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