Delong, Ł. (2013). Backward stochastic differential equations with jumps and their actuarial and financial applications: BSDEs with jumps. Springer. https://doi.org/10.1007/978-1-4471-5331-3
Chicago-Zitierstil (17. Ausg.)Delong, Łukasz. Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps. London [u.a.]: Springer, 2013. https://doi.org/10.1007/978-1-4471-5331-3.
MLA-Zitierstil (9. Ausg.)Delong, Łukasz. Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications: BSDEs with Jumps. Springer, 2013. https://doi.org/10.1007/978-1-4471-5331-3.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.