Estimation and calibration of Lévy models via Fourier methods. Belomestny, D. & Reiß , M. In Lévy matters. IV, volume 2128, of Lecture Notes in Math., pages 1–76. Springer, Cham, 2015. ![Estimation and calibration of Lévy models via Fourier methods [link]](https://bibbase.org/img/filetypes/link.svg "link")
Paper doi bibtex @incollection {MR3364256,
AUTHOR = {Belomestny, Denis and Rei\ss , Markus},
TITLE = {Estimation and calibration of {L}\'{e}vy models via {F}ourier
methods},
BOOKTITLE = {L\'{e}vy matters. {IV}},
SERIES = {Lecture Notes in Math.},
VOLUME = {2128},
PAGES = {1--76},
PUBLISHER = {Springer, Cham},
YEAR = {2015},
MRCLASS = {60G10 (60G51 62G05 62G20 62M15 91B84)},
MRNUMBER = {3364256},
MRREVIEWER = {Alireza Nematollahi},
DOI = {10.1007/978-3-319-12373-8_1},
URL = {https://doi.org/10.1007/978-3-319-12373-8_1},
}
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