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...

Full description

Main Author: Delong, Łukasz. (Author, http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: London : Springer London : Imprint: Springer, 2013.
Edition:1st ed. 2013.
Series:EAA Series,
Subjects:
Online Access:https://doi.org/10.1007/978-1-4471-5331-3

Similar Items