Spectral calibration of exponential Lévy models

Denis Belomestny; Markus Reiß

Year of publication:	2006 -
Other Persons:	Belomestny, Denis (contributor) ; Reiß, Markus (contributor)
Publisher:	Berlin : SFB 649, Economic Risk
Subject:	Stochastischer Prozess \| Stochastic process \| Zeitreihenanalyse \| Time series analysis \| Optionspreistheorie \| Option pricing theory \| Schätztheorie \| Estimation theory
Published items:	2 hits in ECONIS - Online Catalogue of the ZBW

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