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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Computational economics"
~isPartOf:"Finance and stochastics"
~person:"Söhl, Jakob"
~subject:"Black-Scholes-Modell"
~subject:"State space model"
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Computational economics
Finance and stochastics
SFB 649 discussion paper
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Confidence sets in nonparametric calibration of exponential Lévy models
Söhl, Jakob
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 617-649
Persistent link: https://www.econbiz.de/10010395982
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