Spectral calibration of exponential Lévy models
Year of publication: |
2006
|
---|---|
Authors: | Belomestny, Denis ; Reiß, Markus |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 10.2006, 4, p. 449-474
|
Subject: | Optionspreistheorie | Option pricing theory | CAPM | Nichtparametrisches Verfahren | Nonparametric statistics | Finanzmathematik | Mathematical finance |
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