On the distribution of exponential functionals for Lévy processes with jumps of rational transform (Q665445): Difference between revisions

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On the distribution of exponential functionals for Lévy processes with jumps of rational transform
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    On the distribution of exponential functionals for Lévy processes with jumps of rational transform (English)
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    5 March 2012
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    exponential functional
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    Lévy process
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    rational transform
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    Meijer G-function
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    Asian option
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