Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications BSDEs with Jumps /

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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Bibliographic Details
Main Author: Delong, Łukasz (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: London : Springer London : Imprint: Springer, 2013.
Series:EAA Series,
Subjects:
Mathematics.
Economics, Mathematical.
Actuarial science.
Mathematical optimization.
Probabilities.
Quantitative Finance.
Actuarial Sciences.
Continuous Optimization.
Probability Theory and Stochastic Processes.
Online Access:Full Text via HEAL-Link

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ΒΚΠ - Πατρα: ALFd

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ΒΚΠ - Πατρα: BSC

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Call Number: 330.01 BAU
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