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 journalArticle

Original languageEnglish
Pages (from-to)161-200
JournalJournal of integral equations and applications
Volume20
Issue number2
DOIs
Publication statusPublished - 2008

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