Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications BSDEs with Jumps /
Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a Brownian motion and a compensated random measure, with an emphasis on those generated by step proc...
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| Príomhúdar: | |
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| Údar Corparáideach: | |
| Formáid: | Leictreonach ríomhLeabhar |
| Teanga: | English |
| Foilsithe: |
London :
Springer London : Imprint: Springer,
2013.
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| Eagrán: | 1st ed. 2013. |
| Sraith: | EAA Series,
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| Ábhair: | |
| Rochtain Ar Líne: | https://doi.org/10.1007/978-1-4471-5331-3 |
| Clibeanna: |
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