Identification of the local speed function in a Levy model for option pricing

S. Kindermann, Philipp Arnold Mayer, Hansjörg Albrecher, H. Engl

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	161-200
Journal	Journal of Integral Equations and Applications
Volume	20
Issue number	2
DOIs	https://doi.org/10.1216/JIE-2008-20-2-161
Publication status	Published - 2008

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title = "Identification of the local speed function in a Levy model for option pricing",

author = "S. Kindermann and Mayer, {Philipp Arnold} and Hansj{\"o}rg Albrecher and H. Engl",

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doi = "10.1216/JIE-2008-20-2-161",

language = "English",

volume = "20",

pages = "161--200",

journal = "Journal of Integral Equations and Applications",

issn = "1938-2626",

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TY - JOUR

T1 - Identification of the local speed function in a Levy model for option pricing

AU - Kindermann, S.

AU - Mayer, Philipp Arnold

AU - Albrecher, Hansjörg

AU - Engl, H.

PY - 2008

Y1 - 2008

U2 - 10.1216/JIE-2008-20-2-161

DO - 10.1216/JIE-2008-20-2-161

M3 - Article

SN - 1938-2626

VL - 20

SP - 161

EP - 200

JO - Journal of Integral Equations and Applications

JF - Journal of Integral Equations and Applications

IS - 2

ER -