Denis Belomestny, Markus Reiß. Spectral calibration of exponential Lévy models. Finance and Stochastics, 10(4):449-474, 2006. [doi]
@article{BelomestnyR06,
title = {Spectral calibration of exponential Lévy models},
author = {Denis Belomestny and Markus Reiß},
year = {2006},
doi = {10.1007/s00780-006-0021-5},
url = {http://dx.doi.org/10.1007/s00780-006-0021-5},
tags = {meta-model, Meta-Environment},
researchr = {https://researchr.org/publication/BelomestnyR06},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {10},
number = {4},
pages = {449-474},
}