Belomestny, Denis - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2009
study.
AMS 2000 Subject Classification: Primary 62F10. Secondary 62J12,62F25,62H12
Keywords: regular L´evy processes …, Blumenthal-Getoor index, semiparametric estimation
JEL CLASSIFICATION: C12, C13
1 Introduction
Nowadays L´evy processes are …, new subclasses of L´evy processes have been
introduced and actively studied (mainly in the context of option pricing …