Estimation and Calibration of Lévy Models via Fourier Methods (Q2786961)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and Calibration of Lévy Models via Fourier Methods |
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Estimation and Calibration of Lévy Models via Fourier Methods (English)
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24 February 2016
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Blumenthal-Getoor index
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exponential Lévy model
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infinitely divisible distribution
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jump intensity
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Lévy-Khinchine formula
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minimax rate
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misspecified model
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option calibration
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spectral estimator
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time-changed Lévy process
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