Titlebook: Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications; BSDEs with Jumps ?ukasz Delong Textbo

侵略

Back Pain: The Classic Surgeon’s ViewDE in which the terminal condition and the generator depend on the past values of the solution. Next, we consider a reflected BSDE in which the solution is constrained to stay above a barrier. Finally, we deal with a constrained BSDE in which all components of the solution are forced to satisfy a co

誘惑

?ukasz DelongContains the most recent advances in BSDEs.Applies BSDEs with jumps to insurance and finance.Full notation and results are given, followed by applications

condemn

毗鄰

河流

978-1-4471-5330-6Springer-Verlag London 2013

可忽略

BLANC

1869-6929 isk measures. Part III presents some other useful classes of BSDEs and their applications..This book will make BSDEs more accessible to those who are interested in 978-1-4471-5330-6978-1-4471-5331-3Series ISSN 1869-6929 Series E-ISSN 1869-6937

comely

Linear BSDEs and Predictable Representations of Insurance Payment Processes

去掉

Arbitrage-Free Pricing, Perfect Hedging and Superhedging

olfction