Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps
Dieses Buch führt durch die Theorie der rückwärtsgerichteten stochastischen Differentialgleichungen mit Sprüngen, erklärt deren mathematische Struktur und zeigt praxisnahe Beispiele in Versicherungs‑ und Finanzmodellen auf.
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