Confidence sets in nonparametric calibration of exponential Lévy models (Q457186)
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scientific article; zbMATH DE number 6348475
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| default for all languages | No label defined |
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| English | Confidence sets in nonparametric calibration of exponential Lévy models |
scientific article; zbMATH DE number 6348475 |
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Confidence sets in nonparametric calibration of exponential Lévy models (English)
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26 September 2014
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European option
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jump diffusion
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confidence sets
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asymptotic normality
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nonlinear inverse problem
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0.8038585186004639
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0.7986232042312622
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0.7493903040885925
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0.745025098323822
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0.7437096834182739
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