Backward stochastic differential equations with jumps and their actuarial and financial applications : BSDEs with jumps / Łukasz 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 proc...
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| Online Access: |
Full Text (via Springer) |
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| Main Author: | |
| Format: | eBook |
| Language: | English |
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London ; New York :
Springer,
©2013.
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| Series: | EAA Series.
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| Subjects: |
Internet
Full Text (via Springer)Online
| Call Number: |
QA274.23 .D45 2013
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| QA274.23 .D45 2013 | Available |