Estimation of Lévy Processes via Stochastic Programming and Kalman Filtering
Crossref DOI link: https://doi.org/10.1007/s11009-017-9552-9
Published Online: 2017-03-11
Published Print: 2017-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Caruana, Mark Anthony http://orcid.org/0000-0002-9033-1481
License valid from 2017-03-11