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Financial Modeling - A Backward Stochastic Differential Equations Perspective
4 个回复 - 1891 次查看 Financial Modeling - A Backward Stochastic Differential Equations Perspectiveby Stéphane Crépey 2013 Edition This is a book on financial modeling that emphasizes computational aspects. I ...2014-3-15 23:46 - martinnyj - 金融学（理论版）

Backward stochastic differential equations with reflection and Dynkin games
2 个回复 - 1813 次查看【作者(必填)】 J Cvitanić, I Karatzas 【文题(必填)】 Backward stochastic differential equations with reflection and Dynkin games 【年份(必填)】 1996 【全文链接或数据库名称(选填)】Annals ...2015-8-12 14:52 - feiyufans - 求助成功区

免费 Financial_Modeling_A_Backward_Stochastic_Differential_Equations_Perspectiv
7 个回复 - 1737 次查看免费分享图书2014-6-8 13:42 - shixuejun216 - 金融学（理论版）

Backward stochastic differential equations actuarial and financial applications
2 个回复 - 1525 次查看 Backward stochastic differential equations with jumps and their actuarial and financial applications 此书讲的是随机微分方程在金融学中的应用，对优化投资组合，精算方向，金融数学的人有用。 Backward st ...2014-10-10 12:38 - danhan1991 - 经济金融数学专区

Financial Modeling A Backward Stochastic Differential Equations Perspective
3 个回复 - 1179 次查看 A good book that use martingale approach.2014-11-30 14:39 - luie1168e - 金融学（理论版）

Backward Stochastic Differential Equations with Jumps and Their Actuarial and Fi
1 个回复 - 2037 次查看 Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications Authors: Delong, Łukasz Backward stochastic differential equations with jumps can be used ...2015-6-7 00:28 - SleepyTom - 金融工程（数量金融）与金融衍生品

Financial Modeling A Backward Stochastic Differential Equations Perspective
3 个回复 - 2743 次查看 Financial Modeling A Backward Stochastic Differential Equations Perspective Authors: Crépey, Stéphane Backward stochastic differential equations (BSDEs) provide a general mathematical framewo ...2015-6-7 00:31 - SleepyTom - 金融工程（数量金融）与金融衍生品

Backward Stochastic Differential Equations
9 个回复 - 2597 次查看 Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory By Prof. Jianfeng Zhang English | PDF | 2017 | 392 Pages | ISBN : 1493972545 | 4.72 MB This book provides a system ...2017-8-23 05:19 - nivastuli - 博弈论

Backward Stochastic Differential Equations From Linear to Fully Nonlinear Theory
1 个回复 - 1453 次查看 Stochastic Evolution Systems Linear Theory and Applications to Non-Linear Filtering 2nd Edition Authors Boris L. Rozovsky, Division of Applied Mathematics[/backcolor]Brown University[/backcolor] ...2019-2-16 02:14 - SleepyTom - 金融工程（数量金融）与金融衍生品

Backward Stochastic Differential Equations From Linear to Fully Nonlinear Theor
2 个回复 - 1718 次查看 Backward Stochastic Differential Equations From Linear to Fully Nonlinear Theory[/backcolor] [*]Authors [*]Jianfeng Zhang, Department of MathematicsUniversity of Southern California ISB ...2019-2-16 02:18 - SleepyTom - 金融工程（数量金融）与金融衍生品

欧洲精算研究院丛书Backward Stochastic Differential Equations with Jumps and Thei
3 个回复 - 2454 次查看 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 BSDEs with Lipschitz generators driven by a ...2015-4-16 19:16 - lasgpope - Forum

Financial Modeling A Backward Stochastic Differential Equations Perspective(Crep
3 个回复 - 1428 次查看 Financial Modeling A Backward Stochastic Differential Equations Perspective(Crepey)2015-4-11 22:41 - liuyuchun-cumt - 经济金融数学专区

Stochastic Differential Equations, Backward SDEs, Partial Differential Equations
1 个回复 - 1658 次查看 Stochastic Differential Equations, Backward SDEs, Partial Differential Equations( Stochastic Modelling and Applied Probability Series ) by Etienne Pardoux and Aurel Rascanu Springer International ...2019-2-3 02:51 - SleepyTom - 金融工程（数量金融）与金融衍生品

Reflected backward stochastic differential equations with perturbations
2 个回复 - 521 次查看【作者(必填)】Jasmina Djordjević[/backcolor] and Svetlana Janković[/backcolor] 【文题(必填)】Reflected backward stochastic differential equations with perturbations 【年份(必填)】2018 ...2022-9-19 16:24 - wangt_1997 - 求助成功区

Stochastic Differential Equations, Backward SDEs, Partial Differential Equations
3 个回复 - 1210 次查看【作者(必填)】Pardoux, Etienne, Rӑşcanu, Aurel 【文题(必填)】Stochastic Differential Equations, Backward SDEs, Partial Differential Equations 【年份(必填)】2014 【全文链接或数据库名 ...2018-1-8 12:24 - wangt_1997 - 求助成功区

Forward-Backward Stochastic Differential Equations and Their Applications
13 个回复 - 4764 次查看 Forward-Backward Stochastic Differential Equations and Their Applications (Lecture Notes in Mathematics) By Jin Ma, Jiongmin Yong, Publisher: SpringerNumber Of Pages: 270Publication Date ...2007-7-13 20:19 - zhushiyou - 计量经济学与统计软件

雍炯敏-Forward-Backward Stochastic Differential Equations and Their Application
33 个回复 - 11326 次查看 这是雍炯敏教授关于倒向随机微分方程的书是英文教材由著名的施普瑞林出版社出版的倒向随机微分应该是现在数理金融一个比较新的方向吧<p ...2008-4-16 11:26 - ypgordon - 经济金融数学专区

急！Lp-Solutions of backward doubly stochastic differential equations with stoch
3 个回复 - 936 次查看【作者(必填)】Owo Jean Marc 【文题(必填)】Lp-Solutions of backward doubly stochastic differential equations with stochastic Lipschitz condition and p ∈ (1, 2) 【年份(必填)】2017 【全文链接或 ...2017-7-23 21:36 - xuanting - 求助成功区

Lp solutions of anticipated backward stochastic differential equations under mon
4 个回复 - 1078 次查看【作者(必填)】Feng Hua* & Zengjing Chenb 【文题(必填)】Lp solutions of anticipated backward stochastic differential equations under monotonicity and general increasing conditions 【年份(必填)】V ...2016-2-28 13:44 - wangt_1997 - 求助成功区

On a class of backward doubly stochastic differential equations
2 个回复 - 655 次查看【作者(必填)】Jasmina Djordjević 【文题(必填)】On a class of backward doubly stochastic differential equations with continuous coefficients 【年份(必填)】2015 【全文链接或数据库名称(选填 ...2016-8-19 16:44 - wangt_1997 - 求助成功区

求书《Backward Stochastic Differential Equations With Jumps And Applications》
1 个回复 - 1847 次查看求书，价格好商量司徒荣的《Backward Stochastic Differential Equations With Jumps And Applications》完整版，网上有一个版本，但是少几页2011-5-29 23:04 - xuruilong100 - 金融工程（数量金融）与金融衍生品

100元求书：Backward Stochastic Differential Equations, By Nicole El Karoui, Laurent
5 个回复 - 3777 次查看 Google上有在线阅读的版本但不全不知哪位高人可以弄到可以下载的完整版吗？2009-2-19 08:17 - yyeric - 经济金融数学专区

(抱歉重复贴），雍炯敏-Forward-Backward Stochastic Differential Equations and The
5 个回复 - 1584 次查看请求版主删除自己的帖子，非常抱歉重复了。我的资料是从其他途径获得，没看到已经有了，幸好没有人购买。2011-12-14 20:22 - active007 - 金融工程（数量金融）与金融衍生品

[求助]求书：Backward Stochastic Differential Equations
0 个回复 - 2173 次查看 求书：Backward Stochastic Differential Equations / By Nicole El Karoui and Laurent MazliakAmazon link for this book:<a href="http://www.amazon.com/dp/058230733 ...2009-2-11 08:53 - yyeric - 经济金融数学专区

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