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Latest revision as of 01:53, 9 July 2024

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Confidence sets in nonparametric calibration of exponential Lévy models
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    Confidence sets in nonparametric calibration of exponential Lévy models (English)
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    26 September 2014
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    European option
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    jump diffusion
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    confidence sets
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    asymptotic normality
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    nonlinear inverse problem
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