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A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates
Glau, Kathrin
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 1021-1059
Persistent link: https://www.econbiz.de/10011570348
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Rating based Lévy Libor model
Eberlein, Ernst
;
Grbac, Zorana
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 591-626
Persistent link: https://www.econbiz.de/10010187684
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