Spectral calibration of exponential Lévy
Year of publication: |
2006 -
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Other Persons: | Belomestny, Denis (contributor) ; Reiß, Markus (contributor) |
Publisher: |
Berlin : SFB 649, Economic Risk |
Subject: | Optionspreistheorie | Option pricing theory | Nichtparametrisches Verfahren | Nonparametric statistics | Finanzmathematik | Mathematical finance | CAPM | Stochastischer Prozess | Stochastic process |
Published items: |
2 hits in ECONIS - Online Catalogue of the ZBW
|
Series: | SFB 649 discussion paper ; ... |
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Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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Spectral calibration of exponential Lévy ; 1
Belomestny, Denis, (2006)
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Spectral calibration of exponential Lévy ; 2
Belomestny, Denis, (2006)
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Spectral estimation of the fractional order of a Lévy process
Belomestny, Denis, (2009)
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Spectral calibration of exponential Lévy Models [2]
Belomestny, Denis, (2006)
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Spectral calibration of exponential Lévy Models [1]
Belomestny, Denis, (2006)
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Spectral calibration of exponential Lévy ; 1
Belomestny, Denis, (2006)
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