Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications
| Hovedforfatter: | Delong |
|---|---|
| Format: | Electronisk eBog |
| Sprog: | English |
| Udgivet: |
Springer London,
2013
|
| Udgivelse: | 1 |
| Fag: | |
| Online adgang: | Full text available on Springer Off-campus access |
Lignende værker
-
Harnack Inequalities for Stochastic Partial Differential Equations
af: Wang
Udgivet: (2013) - Stochastics and Partial Differential Equations: Analysis and Computations
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Advances in nonlinear partial differential equations and stochastics /
Udgivet: (1998) -
Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
af: Touzi
Udgivet: (2013) -
Estimation and Control Problems for Stochastic Partial Differential Equations
af: Knopov
Udgivet: (2013)