Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps | Kaicus UK

Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps

A concise yet thorough exploration of jump‑driven backward stochastic differential equations, this book links advanced probability techniques to real‑world problems in insurance mathematics and derivative pricing, offering clear proofs and illustrative case studies.

Brand: Łukasz Delong
ISBN: 1447153308
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