Rama Cont, Peter Tankov. Retrieving Lévy Processes from Option Prices: Regularization of an Ill-posed Inverse Problem. SIAM J. Control and Optimization, 45(1):1-25, 2006. [doi]
@article{ContT06,
title = {Retrieving Lévy Processes from Option Prices: Regularization of an Ill-posed Inverse Problem},
author = {Rama Cont and Peter Tankov},
year = {2006},
doi = {10.1137/040616267},
url = {http://dx.doi.org/10.1137/040616267},
researchr = {https://researchr.org/publication/ContT06},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {45},
number = {1},
pages = {1-25},
}