Backward stochastic differential equations with jumps and their actuarial and financial applications. BSDEs with jumps

DOI10.1007/978-1-4471-5331-3zbMath1369.60001OpenAlexW4248757863MaRDI QIDQ354261

Łukasz Delong

Publication date: 18 July 2013

Published in: EAA Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4471-5331-3

zbMATH Keywords

applications to finance and insurancebackward stochastic differential equations with jumps

Mathematics Subject Classification ID

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