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...
Gorde:
| Egile nagusia: | |
|---|---|
| Erakunde egilea: | |
| Formatua: | Baliabide elektronikoa eBook |
| Hizkuntza: | English |
| Argitaratua: |
London :
Springer London : Imprint: Springer,
2013.
|
| Edizioa: | 1st ed. 2013. |
| Saila: | EAA Series,
|
| Gaiak: | |
| Sarrera elektronikoa: | https://doi.org/10.1007/978-1-4471-5331-3 |
| Etiketak: |
Etiketa erantsi
Etiketarik gabe, Izan zaitez lehena erregistro honi etiketa jartzen!
|
Izan zaitez lehena ohar bat uzten!