A spectral estimation of tempered stable stochastic volatility models and option pricing (Q1927145)

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A spectral estimation of tempered stable stochastic volatility models and option pricing
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    A spectral estimation of tempered stable stochastic volatility models and option pricing (English)
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    30 December 2012
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    empirical characteristic function
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    stochastic volatility
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    infinite-activity jumps
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    option pricing
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    continuous GMM
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