Spectral calibration of exponential Lévy Models [2]

Denis Belomestny and Markus Reiss

No 2006-035, SFB 649 Discussion Papers from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

JEL-codes: C14 G13 (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (7)

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Journal Article: Spectral calibration of exponential Lévy models (2006)
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