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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| 格式: | 電子 電子書 |
| 語言: | English |
| 出版: |
London :
Springer London : Imprint: Springer,
2013.
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| 版: | 1st ed. 2013. |
| 叢編: | EAA Series,
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| 主題: | |
| 在線閱讀: | https://doi.org/10.1007/978-1-4471-5331-3 |
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