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Property / DOI: 10.1016/j.cam.2011.12.004 / rank
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Latest revision as of 03:11, 10 December 2024

scientific article
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The \(\beta\)-Meixner model
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    The \(\beta\)-Meixner model (English)
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    19 March 2012
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    exponential Lévy processes
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    hitting probability
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    barrier options
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    meromorphic Lévy processes
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