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: eBook
Language:English
Published: London Springer London Imprint: Springer, 2013.
Series:EAA Series,
Subjects:
Online Access:Click here to view the full text content
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