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Latest revision as of 09:43, 30 July 2024

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Reviewing alternative characterizations of Meixner process
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    Reviewing alternative characterizations of Meixner process (English)
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    28 June 2012
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    Lévy processes
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    Meixner process
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    Esscher transform
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    equivalent martingale measure
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    orthogonal polynomials
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    Meixner-Pollaczeck polynomials
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    subordinator
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