scientific article

zbMath1192.91009MaRDI QIDQ3563048

Peter Tankov

Publication date: 28 May 2010

Full work available at URL: http://pastel.paristech.org/960/

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Lévy processesregularizationrelative entropycopulasoption pricinginverse problemscalibrationill-posed problemsdependence

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Financial applications of other theories (91G80)

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