Calibration of self-decomposable Lévy models (Q2444660): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibration of self-decomposable Lévy models |
scientific article |
Statements
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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