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:
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
London
Springer London Imprint: Springer,
2013.
|
| Series: | EAA Series,
|
| Subjects: | |
| Online Access: | Click here to view the full text content |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|