Identification of the Local Speed Function in a Levy Model for Option Pricing
Kindermann, S. ; Mayer, P. ; Albrecher, H. ; Engl, H.
J. Integral Equations Appl., Tome 20 (2008) no. 1, p. 161-200 / Harvested from Project Euclid
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Publié le : 2008-06-15
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@article{1212765417,
     author = {Kindermann, S. and Mayer, P. and Albrecher, H. and Engl, H.},
     title = {Identification of the Local Speed Function in a Levy Model for Option Pricing},
     journal = {J. Integral Equations Appl.},
     volume = {20},
     number = {1},
     year = {2008},
     pages = { 161-200},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1212765417}
}

Kindermann, S.; Mayer, P.; Albrecher, H.; Engl, H. Identification of the Local Speed Function in a Levy Model for Option Pricing. J. Integral Equations Appl., Tome 20 (2008) no. 1, pp.  161-200. http://gdmltest.u-ga.fr/item/1212765417/