"Spectral calibration of exponential Lévy models."

Denis Belomestny, Markus Reiß (2006)

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DOI: 10.1007/S00780-006-0021-5

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/BelomestnyR06
Denis Belomestny, Markus Reiß:
Spectral calibration of exponential Lévy models. Finance Stochastics 10(4): 449-474 (2006)

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