Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps - EAA Series - Lukasz Delong - Books - Springer London Ltd - 9781447153306 - June 25, 2013
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Lukasz Delong
Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps - EAA Series 2013 edition

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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.

286 pages, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released June 25, 2013
ISBN13 9781447153306
Publishers Springer London Ltd
Pages 288
Dimensions 146 × 227 × 21 mm   ·   421 g
Language English  

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