DocumentCode
4136
Title
Nonparametric estimation of Levy processes with a view towards mathematical finance
Author
Marcus C. Spruill استاد مشاور , Richard Serfozo استاد مشاور , Christian Houdre استاد راهنما
University
Georgia Institute Of Technology
Grade
دكتري
Major
Doctor of Philosophy
Number of pages
0
Publish Date
2003
Keyword
Asset price models driven by Levy processes , Calibration , minimum contrast estimation , oracle inequalities , nonparmetric estimation , Levy processes
Note
01
Language
انگليسي
Link To Document