SFB 649 Discussion Paper 2006-034
Spectral calibration of
exponential Lévy
Models [1]
Denis Belomestny*
Markus Reiβ**
* Weierstrass Institute for Applied Analysis and Stochastics,
Berlin, Germany
** Institute of Applied Mathematics, Ruprecht-Karls-Universitat
Heidelberg, Germany
This research was supported by the Deutsche
Forschungsgemeinschaft through the SFB 649 "Economic Risk".
http://sfb649.wiwi.hu-berlin.de
ISSN 1860-5664
SFB 649, Humboldt-Universitat zu Berlin
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