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"Calibrating parametric exponential Lévy models to option market ..."

Seung-Ho Yang et al. (2011)

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DOI: 10.1016/J.ESWA.2010.09.164

access: closed

type: Journal Article

metadata version: 2018-04-26

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Seung-Ho Yang, Younhee Lee, Gabjin Oh, Jaewook Lee:
Calibrating parametric exponential Lévy models to option market data by incorporating statistical moments priors. Expert Syst. Appl. 38(5): 4816-4823 (2011)

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