The \(\beta\)-Meixner model (Q765298)

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The \(\beta\)-Meixner model
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    Statements

    title
    The \(\beta\)-Meixner model (English)
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    author
    Wim Schoutens
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    publication date
    19 March 2012
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    6015758
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