E-book
Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications BSDEs with Jumps
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- ISBN: 9781447153313
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X, 288 p. online resource. - Publisher: London : Springer London : Imprint: Springer, 2013.
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| Subject: | Mathematics Finance Distribution (Probability theory) Mathematics Quantitative Finance Actuarial Sciences Continuous Optimization Probability Theory and Stochastic Processes |
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Electronic resources
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| 100 | 1 | . | ‡aDelong, Łukasz. ‡eauthor. |
| 245 | 1 | 0. | ‡aBackward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications ‡h[electronic resource] : ‡bBSDEs with Jumps / ‡cby Łukasz Delong. |
| 264 | 1. | ‡aLondon : ‡bSpringer London : ‡bImprint: Springer, ‡c2013. | |
| 300 | . | ‡aX, 288 p. ‡bonline resource. | |
| 336 | . | ‡atext ‡btxt ‡2rdacontent | |
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| 650 | 0. | ‡aMathematics. | |
| 650 | 0. | ‡aFinance. | |
| 650 | 0. | ‡aDistribution (Probability theory). | |
| 650 | 1 | 4. | ‡aMathematics. |
| 650 | 2 | 4. | ‡aQuantitative Finance. |
| 650 | 2 | 4. | ‡aActuarial Sciences. |
| 650 | 2 | 4. | ‡aContinuous Optimization. |
| 650 | 2 | 4. | ‡aProbability Theory and Stochastic Processes. |
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