Confidence sets in nonparametric calibration of exponential Lévy models
Work
Year: 2014
Type: article
Source: Finance and Stochastics
Author Jakob Söhl
Institution University of Cambridge
Cites: 40
Cited by: 21
Related to: 10
FWCI: 2.542
Citation percentile (by year/subfield): 86.85
Subfield: Finance
Domain: Social Sciences
Open Access status: closed