Calibration of self-decomposable Lévy models
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Publication:2444660
DOI10.3150/12-BEJ478zbMath1285.62101arXiv1111.1067OpenAlexW3104397037MaRDI QIDQ2444660
Publication date: 10 April 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.1067
Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09)
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