Backward Stochastic Differential Equations
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Language: en
Pages: 392
Pages: 392
Type: BOOK - Published: 2017-08-22 - Publisher: Springer
This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection w
Language: en
Pages: 285
Pages: 285
Type: BOOK - Published: 2007-04-24 - Publisher: Springer
This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the
Language: en
Pages: 236
Pages: 236
Type: BOOK - Published: 1997-01-17 - Publisher: CRC Press
This book presents the texts of seminars presented during the years 1995 and 1996 at the Université Paris VI and is the first attempt to present a survey on th
Language: en
Pages: 285
Pages: 285
Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications
Type: BOOK - Published: 2013-06-12 - Publisher: Springer Science & Business Media
Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the theory of BS
Language: en
Pages: 464
Pages: 464
Type: BOOK - Published: 2013-06-13 - Publisher: Springer Science & Business Media
Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management questions of financial deriv