Browsing by author "Ng, Desmond Siew Wai"
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Nonlinear Pricing in Discrete-time under Default and Optimal Collateral
Ng, Desmond Siew WaiPublished 2018-06-30This thesis addresses a re-examination of the classical no-arbitrage pricing theory of mathematical finance through Backward Stochastic Difference Equations (BSdEs), their extensions and connections to Nonlinear Evaluations ...USyd AccessThesis
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