A Feynman–Kac-type formula for Lévy processes with discontinuous killing rates

Title:: A Feynman–Kac-type formula for Lévy processes with discontinuous killing rates
Document type:: Zeitschriftenaufsatz
Author(s):: Glau, Kathrin
Journal title:: Finance and Stochastics
Year:: 2016
Journal volume:: 20
Journal issue:: 4
Pages contribution:: 1021-1059
Fulltext / DOI:: doi:10.1007/s00780-016-0301-7
Publisher:: Springer Nature
E-ISSN:: 0949-29841432-1122
Date of publication:: 31.05.2016
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