The \(\beta\)-Meixner model (Q765298): Difference between revisions
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Revision as of 10:25, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The \(\beta\)-Meixner model |
scientific article |
Statements
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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