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Confidence sets in nonparametric calibration of exponential Lévy models.

Jakob Söhl
Published in: Finance Stochastics (2014)
Keyphrases
  • probabilistic model
  • complex systems
  • real time
  • machine learning
  • prior knowledge
  • data driven
  • experimental data
  • multi view
  • computational models
  • confidence measure
  • bayesian approaches