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Nonparametric estimation for Levy processes with a view towards mathematical finance
Figueroa-Lopez, Enrique, (2004)
Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps
Figueroa-López, José E., (2012)
Median, concentration and fluctuations for Lévy processes
Houdré, Christian, (2008)