v1v2v3v4 (latest)

Calibration of self-decomposable Lévy models

4 November 2011

Papers citing "Calibration of self-decomposable Lévy models"

3 / 3 papers shown

Title
Efficient nonparametric inference for discretely observed compound Poisson processes Alberto J. Coca 176 21 0 28 Dec 2015
On infinitely divisible distributions with polynomially decaying characteristic functions Mathias Trabs 80 11 0 14 May 2014
Information bounds for inverse problems with application to deconvolution and Lévy models Mathias Trabs 133 8 0 24 Jul 2013