Spectral calibration of exponential Lévy models. Belomestny, D. & Reiß , M. Finance Stoch., 10(4):449–474, 2006.
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Paper doi bibtex 1 download
Paper doi bibtex 1 download @article {MR2276314,
AUTHOR = {Belomestny, Denis and Rei\ss , Markus},
TITLE = {Spectral calibration of exponential {L}\'{e}vy models},
JOURNAL = {Finance Stoch.},
FJOURNAL = {Finance and Stochastics},
VOLUME = {10},
YEAR = {2006},
NUMBER = {4},
PAGES = {449--474},
ISSN = {0949-2984},
MRCLASS = {62P05 (60G51 62G20 91B28)},
MRNUMBER = {2276314},
MRREVIEWER = {M. P. Moklyachuk},
DOI = {10.1007/s00780-006-0021-5},
URL = {https://doi.org/10.1007/s00780-006-0021-5},
}Downloads: 1
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