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Backward stochastic differential equations with jumps and their actuarial and financial applications: BSDEs with jumps
| Autor principal: | |
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| Lenguaje: | eng |
| Publicado: |
Springer
2013
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| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-1-4471-5331-3 http://cds.cern.ch/record/1559342 |
| _version_ | 1780930620552118272 |
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| author | Delong, Łukasz |
| author_facet | Delong, Łukasz |
| author_sort | Delong, Łukasz |
| collection | CERN |
| id | cern-1559342 |
| institution | Organización Europea para la Investigación Nuclear |
| language | eng |
| publishDate | 2013 |
| publisher | Springer |
| record_format | invenio |
| spelling | cern-15593422021-04-21T22:35:50Zdoi:10.1007/978-1-4471-5331-3http://cds.cern.ch/record/1559342engDelong, ŁukaszBackward stochastic differential equations with jumps and their actuarial and financial applications: BSDEs with jumpsMathematical Physics and MathematicsSpringeroai:cds.cern.ch:15593422013 |
| spellingShingle | Mathematical Physics and Mathematics Delong, Łukasz Backward stochastic differential equations with jumps and their actuarial and financial applications: BSDEs with jumps |
| title | Backward stochastic differential equations with jumps and their actuarial and financial applications: BSDEs with jumps |
| title_full | Backward stochastic differential equations with jumps and their actuarial and financial applications: BSDEs with jumps |
| title_fullStr | Backward stochastic differential equations with jumps and their actuarial and financial applications: BSDEs with jumps |
| title_full_unstemmed | Backward stochastic differential equations with jumps and their actuarial and financial applications: BSDEs with jumps |
| title_short | Backward stochastic differential equations with jumps and their actuarial and financial applications: BSDEs with jumps |
| title_sort | backward stochastic differential equations with jumps and their actuarial and financial applications: bsdes with jumps |
| topic | Mathematical Physics and Mathematics |
| url | https://dx.doi.org/10.1007/978-1-4471-5331-3 http://cds.cern.ch/record/1559342 |
| work_keys_str_mv | AT delongłukasz backwardstochasticdifferentialequationswithjumpsandtheiractuarialandfinancialapplicationsbsdeswithjumps |