Calibrating parametric exponential Lévy models to option market data by incorporating statistical moments priors

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. [doi]

Abstract

Abstract is missing.