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Publication:3563048
zbMath1192.91009MaRDI QIDQ3563048
Publication date: 28 May 2010
Full work available at URL: http://pastel.paristech.org/960/
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lévy processesregularizationrelative entropycopulasoption pricinginverse problemscalibrationill-posed problemsdependence
Processes with independent increments; Lévy processes (60G51) Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Financial applications of other theories (91G80)
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