Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps
Dive into the cutting‑edge world of jump‑driven BSDEs, where this text blends deep theoretical insights with hands‑on examples in risk management and option pricing, equipping readers to tackle complex financial phenomena.
Share: ![]()
![]()
![]()
![]()
![]()
![]()
eBay
Related products
Tom Tyler - Forward Going Backward [CD]
12.39 GBP
Just Backward of Square - Lowgold
2.89 GBP
