侵略 发表于 2025-3-28 16:59:26

Back Pain: The Classic Surgeon’s ViewDE in which the terminal condition and the generator depend on the past values of the solution. Next, we consider a reflected BSDE in which the solution is constrained to stay above a barrier. Finally, we deal with a constrained BSDE in which all components of the solution are forced to satisfy a co

诱惑 发表于 2025-3-28 20:04:17

Łukasz DelongContains the most recent advances in BSDEs.Applies BSDEs with jumps to insurance and finance.Full notation and results are given, followed by applications

condemn 发表于 2025-3-28 23:41:57

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毗邻 发表于 2025-3-29 07:07:48

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河流 发表于 2025-3-29 10:06:32

978-1-4471-5330-6Springer-Verlag London 2013

可忽略 发表于 2025-3-29 12:42:20

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BLANC 发表于 2025-3-29 16:28:25

1869-6929 isk measures. Part III presents some other useful classes of BSDEs and their applications..This book will make BSDEs more accessible to those who are interested in 978-1-4471-5330-6978-1-4471-5331-3Series ISSN 1869-6929 Series E-ISSN 1869-6937

comely 发表于 2025-3-29 21:12:43

Linear BSDEs and Predictable Representations of Insurance Payment Processes

去掉 发表于 2025-3-30 01:54:19

Arbitrage-Free Pricing, Perfect Hedging and Superhedging

olfction 发表于 2025-3-30 07:17:45

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查看完整版本: Titlebook: Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications; BSDEs with Jumps Łukasz Delong Textbo