Backward stochastic differential equations with jumps and their actuarial and financial applications: BSDEs with jumps by Lukasz Delong

By:

Material type: Text

TextSeries: EAA Series ; Publication details: New York Springer 2013Description: x, 288pISBN:

Subject(s):

DDC classification:

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Call number	Status	Date due	Barcode
Book	Mathematics	515.35 P132 (MA) (Browse shelf(Opens below))	Available		195747

Previous								Next
Previous	515.35 P03; 13(MATH) Differential equations with applications and historical notes	515.35 P08 (MA) Mathematical theory of finite elements methods	515.35 P131 (MA) Financial modeling: A backward stochastic differential equations perspective	515.35 P132 (MA) Backward stochastic differential equations with jumps and their actuarial and financial applications: BSDEs with jumps	515.352 Ordinal differential equations principles and applications	515.352 Ordinal differential equations principles and applications	515.352 COD Theory of ordinary differential equations	Next

There are no comments on this title.

to post a comment.