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On the martingale property of stochastic exponentials and its applications to mathematical finance

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dc.contributor.authorWong, Bernard Ho Yin
dc.date.accessioned2018-11-22T00:03:52Z
dc.date.available2018-11-22T00:03:52Z
dc.date.copyright2007
dc.date.issued2007
dc.date.updated2018-11-20T01:48:11Z
dc.format.extent128 leaves
dc.identifier.otherb2347295
dc.identifier.urihttp://hdl.handle.net/1885/149692
dc.language.isoen_AUen_AU
dc.rightsAuthor retains copyrighten_AU
dc.subject.lccQA274.5.W66 2007
dc.subject.lcshMartingales (Mathematics)
dc.subject.lcshFinance Mathematical models
dc.titleOn the martingale property of stochastic exponentials and its applications to mathematical finance
dc.typeThesis (PhD)en_AU
dcterms.accessRightsOpen Accessen_AU
local.description.notesThesis (Ph.D.)--Australian National University 2007en_AU
local.identifier.doi10.25911/5d51556a1c2eb
local.mintdoimint
local.type.statusAccepted Versionen_AU

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