Uni-Logo
Sections
You are here: Home Emeriti Ernst Eberlein Inhalte 2007 Artikel Calibration of Lévy term structure models
Document Actions

2007 Artikel Calibration of Lévy term structure models

Calibration of Lévy term structure models. In Advances in Mathematical Finance: In Honor of D. B. Madan, M. Fu, R. A. Jarrow, J.-Y. Yen, and R. J. Elliott (eds.), Birkhäuser (2007), pp. 147–172 (joint with W. Kluge)

CalibrationLevyTermStructureModel.pdf — PDF document, 456Kb

Personal tools