Reviewing alternative characterizations of Meixner process (Q431510)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reviewing alternative characterizations of Meixner process |
scientific article |
Statements
Reviewing alternative characterizations of Meixner process (English)
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28 June 2012
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Lévy processes
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Meixner process
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Esscher transform
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equivalent martingale measure
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orthogonal polynomials
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Meixner-Pollaczeck polynomials
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subordinator
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