On the calibration of local jump-diffusion asset price models (Q484208)
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scientific article; zbMATH DE number 6381569
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the calibration of local jump-diffusion asset price models |
scientific article; zbMATH DE number 6381569 |
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On the calibration of local jump-diffusion asset price models (English)
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18 December 2014
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local Lévy model
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jump-diffusion processes
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ill-posed problem
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robust calibration
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inverse problem
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Tikhonov regularization
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