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Confidence sets in nonparametric calibration of exponential Lévy
  models

Confidence sets in nonparametric calibration of exponential Lévy models

29 February 2012
Jakob Söhl
ArXivPDFHTML

Papers citing "Confidence sets in nonparametric calibration of exponential Lévy models"

1 / 1 papers shown
Title
Asymptotic Equivalence for Nonparametric Regression
Asymptotic Equivalence for Nonparametric Regression
Ion Grama
Michael Nussbaum
101
62
0
19 Dec 2024
1