The \(\beta\)-Meixner model (Q765298): Difference between revisions

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+Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes
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+Q3184722
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+A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions
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+Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions
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+Wiener-Hopf Factorization for a Family of Lévy Processes Related to Theta Functions
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+Meromorphic Lévy processes and their fluctuation identities
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+Fast and accurate pricing of barrier options under Lévy processes
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+Evaluating first-passage probabilities for spectrally one-sided Lévy processes
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+First passage times of a jump diffusion process
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+Barrier options and touch-and-out options under regular Lévy processes of exponential type
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+Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms
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+A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes
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+Conditioned stable Lévy processes and the Lamperti representation
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+Q3583833
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+Q5607352
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+APPROXIMATING LÉVY PROCESSES WITH A VIEW TO OPTION PRICING
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+A Wiener-Hopf Monte Carlo simulation technique for Lévy processes
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+Q4896037
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