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 13563397. - Vol. 10.2006, 4, p. 449
|