2024-03-29T15:30:51Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6515208
2015-12-01T16:33:27Z
60
91
Kromer, E.; Overbeck, L.; Röder, J. A. L.
2015
6515208
English
Elsevier (North-Holland), Amsterdam
https://zbmath.org/06515208
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Stat. Probab. Lett. 105, 120-129 (2015).
60J60; 60J75; 60H10; 60H05; 91G40; 91G80
Feynman-Kac for functional jump diffusions with an application to credit value adjustment
j