Confidence sets in nonparametric calibration of exponential Lévy models
Year of publication: |
2012
|
---|---|
Authors: | Söhl, Jakob |
Publisher: |
Berlin : SFB 649, Economic Risk |
Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Theorie | Theory |
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