A Feynman–Kac-type formula for Lévy processes with discontinuous killing rates
Volume
20
Pagination
1021 - 1059
DOI
10.1007/s00780-016-0301-7
Journal
Finance and Stochastics
Issue
ISSN
0949-2984
Metadata
Show full item recordAuthors
Glau, KCollections
- Mathematics [1421]