Confidence sets in nonparametric calibration of exponential Lévy models (Q457186): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G51 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62G15 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G70 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6348475 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
European option | |||
| Property / zbMATH Keywords: European option / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
jump diffusion | |||
| Property / zbMATH Keywords: jump diffusion / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
confidence sets | |||
| Property / zbMATH Keywords: confidence sets / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
asymptotic normality | |||
| Property / zbMATH Keywords: asymptotic normality / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
nonlinear inverse problem | |||
| Property / zbMATH Keywords: nonlinear inverse problem / rank | |||
Normal rank | |||
Revision as of 11:55, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Confidence sets in nonparametric calibration of exponential Lévy models |
scientific article |
Statements
Confidence sets in nonparametric calibration of exponential Lévy models (English)
0 references
26 September 2014
0 references
European option
0 references
jump diffusion
0 references
confidence sets
0 references
asymptotic normality
0 references
nonlinear inverse problem
0 references
