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Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications
- BSDEs with Jumps
indgår i EAA Series serien
- Indbinding:
- Paperback
- Sideantal:
- 288
- Udgivet:
- 11. juni 2013
- Udgave:
- 2013
- Størrelse:
- 227x146x21 mm.
- Vægt:
- 458 g.
Gratis fragt
Leveringstid:
8-11 hverdage
Forventet levering: 17. januar 2025
Beskrivelse af Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications
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 processes and Levy processes.
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