Dissertation > Mathematical sciences and chemical > Mathematics > Probability Theory and Mathematical Statistics > Theory of probability ( probability theory, probability theory ) > Limit theory

Some Results of Large Deviation in Nonlinear Cases and Application in Finance

Author WeiLiangLiang
Tutor ChenZengJing
School Shandong University
Course Probability Theory and Mathematical Statistics
Keywords Large deviation principle Backward Stochastic Differential Equations g-expectation CAPACITY Financial Risk Measurement
CLC O211.4
Type Master's thesis
Year 2010
Downloads 126
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