The following pages link to Processes of Meixner type (Q1567713):
Displayed 14 items.
- Blow-up and stability of semilinear PDEs with gamma generators (Q555837) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- Short-term risk management using stochastic Taylor expansions under Lévy models (Q1413347) (← links)
- Stochastic calculus for assets with non-Gaussian price fluctuations (Q1606132) (← links)
- Option pricing from path integral for non-Gaussian fluctuations. Natural martingale and application to truncated Lèvy distributions (Q1611155) (← links)
- Polynomials of Meixner's type in infinite dimensions: Jacobi fields and orthogonality measures (Q1874454) (← links)
- Chaotic and predictable representations for Lévy processes. (Q1879485) (← links)
- ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCESSES WITH AN APPLICATION TO THE GAMMA, PASCAL, AND MEIXNER PROCESSES (Q3043491) (← links)
- SELF-DECOMPOSABILITY AND OPTION PRICING (Q3446058) (← links)
- Multifractality of products of geometric Ornstein-Uhlenbeck-type processes (Q3603201) (← links)
- GENERATING FUNCTIONS OF EXPONENTIAL TYPE FOR ORTHOGONAL POLYNOMIALS (Q4474486) (← links)
- A risk model driven by Lévy processes (Q4827960) (← links)
- Symmetry and duality in Lévy markets (Q5484646) (← links)
- THE PRICING OF EXOTIC OPTIONS BY MONTE–CARLO SIMULATIONS IN A LÉVY MARKET WITH STOCHASTIC VOLATILITY (Q5696880) (← links)