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Nonparametric estimation of Lévy processes with a view towards mathematical finance

Thesis (Ph. D.)--Mathematics, Georgia Institute of Technology, 2004. / Marcus C. Spruill, Committee Member ; Richard Serfozo, Committee Member ; Shijie Deng, Committee Member ; Christian Houdre, Committee Chair ; Robert P. Kertz, Committee Member. Vita. Includes bibliographical references.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/57551512
Date January 2003
CreatorsFigueroa-López, José Enrique.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceAvailable online, Georgia Institute of Technology, 2003:

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