Spectral calibration of exponential Lévy models. Belomestny, D. & Reiß , M. Finance Stoch., 10(4):449–474, 2006.
![Spectral calibration of exponential Lévy models [link]](https://bibbase.org/img/filetypes/link.svg "link")
Paper doi bibtex
Paper doi bibtex @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: 0
{"_id":"wAzd7LEig5hfiud5u","bibbaseid":"belomestny-rei-spectralcalibrationofexponentiallvymodels-2006","downloads":0,"creationDate":"2018-10-20T06:25:38.188Z","title":"Spectral calibration of exponential Lévy models","author_short":["Belomestny, D.","Reiß , M."],"year":2006,"bibtype":"article","biburl":"https://dl.dropboxusercontent.com/s/3bl7mcmm3sivbhc/mathscinet.bib","bibdata":{"bibtype":"article","type":"article","author":[{"propositions":[],"lastnames":["Belomestny"],"firstnames":["Denis"],"suffixes":[]},{"propositions":[],"lastnames":["Reiß",""],"firstnames":["Markus"],"suffixes":[]}],"title":"Spectral calibration of exponential Lévy 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","bibtex":"@article {MR2276314,\n AUTHOR = {Belomestny, Denis and Rei\\ss , Markus},\n TITLE = {Spectral calibration of exponential {L}\\'{e}vy models},\n JOURNAL = {Finance Stoch.},\n FJOURNAL = {Finance and Stochastics},\n VOLUME = {10},\n YEAR = {2006},\n NUMBER = {4},\n PAGES = {449--474},\n ISSN = {0949-2984},\n MRCLASS = {62P05 (60G51 62G20 91B28)},\n MRNUMBER = {2276314},\nMRREVIEWER = {M. P. Moklyachuk},\n DOI = {10.1007/s00780-006-0021-5},\n URL = {https://doi.org/10.1007/s00780-006-0021-5},\n}\n\t\t\n","author_short":["Belomestny, D.","Reiß , M."],"key":"MR2276314","id":"MR2276314","bibbaseid":"belomestny-rei-spectralcalibrationofexponentiallvymodels-2006","role":"author","urls":{"Paper":"https://doi.org/10.1007/s00780-006-0021-5"},"metadata":{"authorlinks":{"belomestny, d":"https://www.uni-due.de/"}}},"search_terms":["spectral","calibration","exponential","models","belomestny","reiß "],"keywords":[],"authorIDs":["2WgyLmnYBuMFP4HPe","5bcadb57670c7d1000000031","5df22cd51e4fe9df0100015d","5df7c08392a8e4df010000c3","5dfca36669d4b0de01000001","5e0538cd1965a8de01000024","5e0f233b96e707df01000070","5e1055efa28a75de01000055","5e131d2256233bde010000d6","5e15f16aefa1cddf010000eb","5e1601e4efa1cddf01000260","5e1cda12abed9bde01000089","5e2070b0fd802cde0100018c","5e26ffbe9667abde0100011b","5e2da7d7732e89de01000022","5e2ee6699033bede01000145","5e30021f5bfc8ede010000e0","5e3414f9ce4ca1de01000102","5e3ba67769c38bde010000a6","5e3c4ee0c798e0de010000da","5e411a7eb54187de01000054","5e42686ee4402ade01000023","5e4549faa96575df01000090","5e47c4956c5c7ede010000cd","5e4e0408cc196bde01000178","5e4ebd80d9cddadf0100009b","5e594840f5822adf01000068","7WEyM2pmuJWgK7zi6","7dNeJWfHFhnjWNE5b","E9fh6iFd7uDjihKwc","ECwQceZg6Dt3aDooJ","EfLFmBwH4H7ns26SJ","FdsAWanwHtKY7ZALe","GBB7qAyMn5WWcPw27","HqnXhNat6JB24zFZw","KQ8DqhQXF9rXCbzxJ","L4Z6x8qX7awuyax9e","PX2z7BGLSJYrhPYQX","QMDcbTNRERGi2bAfE","QhD2AwfzncycnDGAA","RbeQNwcGbQn48a9ay","RoXocTePheBagttwp","TGeY6XTqiT8Ghva8m","TQomMNzLCzNDuNmJr","TngNZWBBZPtBc2Cch","WCh2g8po27q6bpcYc","WvyvnJTD77PYPpvRk","X6wLdRZLDBk96gRWH","XnchBCwMQYzaexA79","XrWkkqiK6aEkXFiz6","YqPQsCvY3M4c5cP6E","Yxq95b6iRJiApHpcd","aArAN2bXg3R9hZaWt","aHTdjFqRwfB8ywLRu","aRchc4hJPpdE4RYEZ","bgDRgYCYi379Wrmeb","dn4G8mQjCdzjz7isR","eXicNjeDgCBaW2kZs","f8Q9f2JERsSbcse3h","h3KcyYEac4YyHYbRR","koEpP8Lo642ytBukX","mQonGvYjqfeiCPMJ3","nEPzHvfeei9SN4JAD","nwRDCLPnwymAQeSaQ","poDhstb8QZMuQMuWN","sBggksvn2kprQY5rr","sbjvsca9vXDfwpvj3","vop2pmQP6kc4vrQTx","wnQBhe669ixG8Gi45","xjesB2ZzBLmEeGYXn","xm9YRAZQbYzwgG37x","yZrsjyzhdgibTkAra","zKoLEJ8bynJ9piNB7","zbb8qWhqSkqJ4ZYLj","zvSiq2Lqwwvy5AqKq","zw4EzuqY69LXgipqj"],"dataSources":["PQTjMhEY5a6W9ve3v"]}