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
Call Number:Libro Electrónico
Main Author: Delong, Łukasz (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: London : Springer London : Imprint: Springer, 2013.
Edition:1st ed. 2013.
Series:EAA Series,
Subjects:
Social sciences-Mathematics.
Actuarial science.
Mathematical optimization.
Probabilities.
Mathematics in Business, Economics and Finance.
Actuarial Mathematics.
Continuous Optimization.
Probability Theory.
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