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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| Format: | Électronique eBook |
| Langue: | English |
| Publié: |
London :
Springer London : Imprint: Springer,
2013.
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| Édition: | 1st ed. 2013. |
| Collection: | EAA Series,
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| Accès en ligne: | https://doi.org/10.1007/978-1-4471-5331-3 |
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