Confidence sets in nonparametric calibration of exponential Lévy models (Q457186): Difference between revisions
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Revision as of 01:19, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Confidence sets in nonparametric calibration of exponential Lévy models |
scientific article |
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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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