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Calibration of self-decomposable Lévy models
4 November 2011
Mathias Trabs
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Papers citing
"Calibration of self-decomposable Lévy models"
7 / 7 papers shown
Efficient nonparametric inference for discretely observed compound Poisson processes
Alberto J. Coca
597
21
0
28 Dec 2015
Quantile estimation for Lévy measures
Mathias Trabs
531
15
0
27 May 2014
On infinitely divisible distributions with polynomially decaying characteristic functions
Mathias Trabs
355
11
0
14 May 2014
Information bounds for inverse problems with application to deconvolution and Lévy models
Mathias Trabs
349
9
0
24 Jul 2013
Testing the characteristics of a Lévy process
M. Reiß
333
3
0
03 Apr 2013
Confidence sets in nonparametric calibration of exponential Lévy models
Finance and Stochastics (Fin. Stoch.), 2012
Jakob Söhl
404
42
0
29 Feb 2012
Option calibration of exponential Lévy models: Confidence intervals and empirical results
Jakob Sohl
Mathias Trabs
328
15
0
27 Feb 2012
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