"Calibration of léVY Processes using Optimal control of Kolmogorov ..."

Mario Annunziato, Hanno Gottschalk (2018)

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DOI: 10.3846/MMA.2018.024

access: open

type: Journal Article

metadata version: 2021-03-18

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Mario Annunziato, Hanno Gottschalk:
Calibration of léVY Processes using Optimal control of Kolmogorov equations with periodic boundary conditions. Math. Model. Anal. 23(3): 390-413 (2018)

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