Łukasz Delong – författare

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2 produkter

1. 

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

   BSDEs with Jumps

   Av Łukasz Delong

   Häftad, 2013

   552 kr

   Lägg i varukorg

   Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance.Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a Brownian motion and a compensated random measure, with an emphasis on those generated by step …

2. 

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

   BSDEs with Jumps

   Av Lukasz Delong

   E-bok, 2013

   734 kr

   Lägg i varukorg

   Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a Brownian motion and a compensated random measure, with an emphasis on those generated by step …