Calibration of self-decomposable Lévy models (Q2444660): Difference between revisions

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Latest revision as of 08:55, 30 July 2024

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Calibration of self-decomposable Lévy models
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    Calibration of self-decomposable Lévy models (English)
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    10 April 2014
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    adaptation
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    European options
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    infinite activity jump processes
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    minimax rates
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    nonlinear inverse problems
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