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Backward stochastic differential equations with jumps and their actuarial and financial applications: BSDEs with jumps
Autor principal: | Delong, Łukasz |
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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 |
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