"A Feynman-Kac-type formula for Lévy processes with discontinuous ..."

Kathrin Glau (2016)

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DOI: 10.1007/S00780-016-0301-7

access: open

type: Journal Article

metadata version: 2020-07-22

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Kathrin Glau:
A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates. Finance Stochastics 20(4): 1021-1059 (2016)

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