"Confidence sets in nonparametric calibration of exponential Lévy ..."

Jakob Söhl (2014)

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DOI: 10.1007/S00780-014-0228-9

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type: Journal Article

metadata version: 2020-07-22

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Jakob Söhl:
Confidence sets in nonparametric calibration of exponential Lévy models. Finance Stochastics 18(3): 617-649 (2014)

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