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...
Saved in:
| 主要作者: | |
|---|---|
| 企業作者: | |
| 格式: | 電子 電子書 |
| 語言: | English |
| 出版: |
London :
Springer London : Imprint: Springer,
2013.
|
| 版: | 1st ed. 2013. |
| 叢編: | EAA Series,
|
| 主題: | |
| 在線閱讀: | https://doi.org/10.1007/978-1-4471-5331-3 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
成為第一個發表評論!