Delong, Łukasz;Klüppelberg, Claudia
Optimal investment and consumption in a Black–Scholes market with Lévy-driven stochastic coefficients
Ann. Appl. Probab.
2008
18
3
879-908

Ueltzhöfer, Florian A.J.;Klüppelberg, Claudia
An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations
Journal of Nonparametric Statistics
2011
23
4
967-989

Fink, Holger;Klüppelberg, Claudia
Fractional Lévy-driven Ornstein–Uhlenbeck processes and stochastic differential equations
Bernoulli
2011
17
1
484-506