コメント: Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications

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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書誌詳細
第一著者:	Delong, Łukasz. (著者, http://id.loc.gov/vocabulary/relators/aut)
団体著者:	SpringerLink (Online service)
フォーマット:	電子媒体 eBook
言語:	English
出版事項:	London : Springer London : Imprint: Springer, 2013.
版:	1st ed. 2013.
シリーズ:	EAA Series,
主題:	Economics, Mathematical . Actuarial science. Mathematical optimization. Probabilities. Quantitative Finance. Actuarial Sciences. Continuous Optimization. Probability Theory and Stochastic Processes.
オンライン･アクセス:	https://doi.org/10.1007/978-1-4471-5331-3
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Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications BSDEs with Jumps /

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