Financial inverse problem and reconstruction of infinitely divisible distributions with Gaussian component

DOI10.1007/s00780-010-0138-4zbMath1256.60009MaRDI QIDQ1761432

Xianqiang Yang

Publication date: 15 November 2012

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00780-010-0138-4

zbMATH Keywords

inverse problem; infinitely divisible distribution

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60H30: Applications of stochastic analysis (to PDEs, etc.)