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Backward stochastic differential equations with jumps and their actuarial and…
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 Lévy processes. It discusses key results and techniques (including numerical algori…
- Edisi
- 1
- ISBN/ISSN
- 9781447153313
- Deskripsi Fisik
- x, 288 hlm.
- Judul Seri
- -
- No. Panggil
- E449
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