E-Thesis 469 views 201 downloads
Two classes of stochastic differential equations arising from financial modeling with stochastic volatility. / Miao Wang
Swansea University Author: Miao Wang
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Abstract
Two classes of stochastic differential equations arising from financial modeling with stochastic volatility.
| Published: |
2013
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|---|---|
| Institution: | Swansea University |
| Degree level: | Doctoral |
| Degree name: | Ph.D |
| URI: | https://cronfa.swan.ac.uk/Record/cronfa43118 |
| first_indexed |
2018-08-02T18:56:19Z |
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| last_indexed |
2018-08-03T10:11:57Z |
| id |
cronfa43118 |
| recordtype |
RisThesis |
| fullrecord |
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2018-08-02T16:24:31.3190151 v2 43118 2018-08-02 Two classes of stochastic differential equations arising from financial modeling with stochastic volatility. 4fe6fe84141ace8a9300f1e199d49f9f NULL Miao Wang Miao Wang true true 2018-08-02 E-Thesis 31 12 2013 2013-12-31 COLLEGE NANME Mathematics COLLEGE CODE Swansea University Doctoral Ph.D 2018-08-02T16:24:31.3190151 2018-08-02T16:24:31.3190151 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Miao Wang NULL 1 0043118-02082018162548.pdf 10821510.pdf 2018-08-02T16:25:48.0100000 Output 2620787 application/pdf E-Thesis true 2018-08-02T16:25:48.0100000 false |
| title |
Two classes of stochastic differential equations arising from financial modeling with stochastic volatility. |
| spellingShingle |
Two classes of stochastic differential equations arising from financial modeling with stochastic volatility. Miao Wang |
| title_short |
Two classes of stochastic differential equations arising from financial modeling with stochastic volatility. |
| title_full |
Two classes of stochastic differential equations arising from financial modeling with stochastic volatility. |
| title_fullStr |
Two classes of stochastic differential equations arising from financial modeling with stochastic volatility. |
| title_full_unstemmed |
Two classes of stochastic differential equations arising from financial modeling with stochastic volatility. |
| title_sort |
Two classes of stochastic differential equations arising from financial modeling with stochastic volatility. |
| author_id_str_mv |
4fe6fe84141ace8a9300f1e199d49f9f |
| author_id_fullname_str_mv |
4fe6fe84141ace8a9300f1e199d49f9f_***_Miao Wang |
| author |
Miao Wang |
| author2 |
Miao Wang |
| format |
E-Thesis |
| publishDate |
2013 |
| institution |
Swansea University |
| college_str |
Faculty of Science and Engineering |
| hierarchytype |
|
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facultyofscienceandengineering |
| hierarchy_top_title |
Faculty of Science and Engineering |
| hierarchy_parent_id |
facultyofscienceandengineering |
| hierarchy_parent_title |
Faculty of Science and Engineering |
| department_str |
School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics |
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1 |
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0 |
| published_date |
2013-12-31T04:23:11Z |
| _version_ |
1851637357516685312 |
| score |
11.090009 |

