On the calibration of local jump-diffusion asset price models (Q484208): Difference between revisions
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scientific article
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English | On the calibration of local jump-diffusion asset price models |
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On the calibration of local jump-diffusion asset price models (English)
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18 December 2014
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local Lévy model
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jump-diffusion processes
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ill-posed problem
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robust calibration
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inverse problem
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Tikhonov regularization
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