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
Spandauer Straβe 1, D-10178 Berlin
brought to you by t.∙ CORE
provided by Research Papers in Economics
More intriguing information
1. Putting Globalization and Concentration in the Agri-food Sector into Context2. Firm Closure, Financial Losses and the Consequences for an Entrepreneurial Restart
3. Declining Discount Rates: Evidence from the UK
4. The name is absent
5. FDI Implications of Recent European Court of Justice Decision on Corporation Tax Matters
6. A MARKOVIAN APPROXIMATED SOLUTION TO A PORTFOLIO MANAGEMENT PROBLEM
7. Healthy state, worried workers: North Carolina in the world economy
8. The name is absent
9. Migration and Technological Change in Rural Households: Complements or Substitutes?
10. Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models