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"Retrieving Lévy Processes from Option Prices: Regularization of an ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Rama Cont, Peter Tankov (2006)

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DOI: 10.1137/040616267

access: closed

type: Journal Article

metadata version: 2020-07-09

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Rama Cont, Peter Tankov:
Retrieving Lévy Processes from Option Prices: Regularization of an Ill-posed Inverse Problem. SIAM J. Control. Optim. 45(1): 1-25 (2006)

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