| dc.contributor.author | Glau, K | en_US |
| dc.date.accessioned | 2017-12-05T11:41:37Z | |
| dc.date.available | 2016-01-26 | en_US |
| dc.date.issued | 2016-05-31 | en_US |
| dc.date.submitted | 2017-11-30T14:54:51.941Z | |
| dc.identifier.issn | 0949-2984 | en_US |
| dc.identifier.uri | http://qmro.qmul.ac.uk/xmlui/handle/123456789/29091 | |
| dc.description.sponsorship | The roots of the present paper go back to the author’s dissertation [17], which was financially supported by the DFG through project EB66/11-1. | en_US |
| dc.format.extent | 1021 - 1059 | en_US |
| dc.relation.ispartof | Finance and Stochastics | en_US |
| dc.rights | Open Access: This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made. | |
| dc.title | A Feynman–Kac-type formula for Lévy processes with discontinuous killing rates | en_US |
| dc.type | Article | |
| dc.rights.holder | © The Author(s) 2016 | |
| dc.identifier.doi | 10.1007/s00780-016-0301-7 | en_US |
| pubs.issue | 4 | en_US |
| pubs.notes | Not known | en_US |
| pubs.publication-status | Published | en_US |
| pubs.volume | 20 | en_US |
| dcterms.dateAccepted | 2016-01-26 | en_US |
