Quantile estimation for Lévy measures (Q491922)
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scientific article; zbMATH DE number 6473683
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| English | Quantile estimation for Lévy measures |
scientific article; zbMATH DE number 6473683 |
Statements
Quantile estimation for Lévy measures (English)
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19 August 2015
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adaptive estimation
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Lévy processes
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minimax convergence rates
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nonlinear inverse problem
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option prices
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0.811280369758606
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0.7924824357032776
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0.7915101647377014
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0.7911122441291809
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0.7845373749732971
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