4136

Nonparametric estimation of Levy processes with a view towards mathematical finance

Marcus C. Spruill استاد مشاور , Richard Serfozo استاد مشاور , Christian Houdre استاد راهنما

Georgia Institute Of Technology

دكتري

Doctor of Philosophy

0

2003

Asset price models driven by Levy processes , Calibration , minimum contrast estimation , oracle inequalities , nonparmetric estimation , Levy processes

01

انگليسي