48 citations · 192 across the 16 of their papers we have counts for
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math.ST2012★ 16 cited
A uniform central limit theorem and efficiency for deconvolution estimators
Jakob Söhl, Mathias Trabs
We estimate linear functionals in the classical deconvolution problem by kernel estimators. We obtain a uniform central limit theorem with -rate on the assumption that th…
q-fin.PR2012★ 11 cited
Option calibration of exponential Lévy models: Confidence intervals and empirical results
Jakob Söhl, Mathias Trabs
Observing prices of European put and call options, we calibrate exponential Lévy models nonparametrically. We discuss the efficient implementation of the spectral estimation proced…