✦ LIBER ✦
Retrieving Lévy Processes from Option Prices: Regularization of an Ill-posed Inverse Problem
✍ Scribed by Cont, Rama; Tankov, Peter
- Book ID
- 118205576
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 2006
- Tongue
- English
- Weight
- 282 KB
- Volume
- 45
- Category
- Article
- ISSN
- 0363-0129
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