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Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps - EAA Series Lukasz Delong 2013 edition
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Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps - EAA Series
Lukasz Delong
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 processes and Levy processes.
286 pages, biography
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2013. gada 25. jūnijs |
| ISBN13 | 9781447153306 |
| Izdevēji | Springer London Ltd |
| Lapas | 288 |
| Izmēri | 146 × 227 × 21 mm · 421 g |
| Valoda | Angļu |
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