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~isPartOf:"Finance and stochastics"
~source:"econis"
~subject:"Nonparametric statistics"
~subject:"infinite activity jump process"
~subject:"jump diffusion"
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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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