On sequential calibration for an asset price model with piecewise Lévy processes (Q3107590)
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scientific article; zbMATH DE number 5991682
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| English | On sequential calibration for an asset price model with piecewise Lévy processes |
scientific article; zbMATH DE number 5991682 |
Statements
24 December 2011
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characteristic function
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Lévy process
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asset price model
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0.7678226232528687
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0.76481693983078
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0.7615963220596313
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0.7561333775520325
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