Uniform convergence of empirical characteristic functions in a complex domain with applications to option pricing

Karol Binkowski and Andrzej Kozek

Statistics & Probability Letters, 2010, vol. 80, issue 5-6, 270-276

Abstract: In Csörgo and Totik (1983) and Csörgo (1985) it has been shown that in the case of independent identically distributed (iid) random variables X1,X2,...,Xn the empirical characteristic function (ecf) converges uniformly, for u

Date: 2010
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