Uniform convergence of empirical characteristic functions in a complex domain with applications to option pricing | Macquarie University ResearchOnline

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Title: Uniform convergence of empirical characteristic functions in a complex domain with applications to option pricing
Related: Statistics and probability letters, Vol. 80, No. 5-6, (2010), p.270-276
DOI: 10.1016/j.spl.2009.10.017
Publisher: Elsevier
Date: 2010
FoR/RFCD Code(s): 010400 Statistics
Author/Creator: Binkowski, Karol
Author/Creator: Kozek, Andrzej
Description: 7 page(s)
Subject Keyword: 010400 Statistics
Subject Keyword: characteristic function
Subject Keyword: empirical characteristic function
Subject Keyword: uniform convergence
Subject Keyword: option pricing
Subject Keyword: Levy processes
Resource Type: journal article
Organisation: Macquarie University. Dept. of Statistics

Macquarie University ResearchOnline