The \(\beta\)-Meixner model (Q765298)
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scientific article; zbMATH DE number 6015758
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The \(\beta\)-Meixner model |
scientific article; zbMATH DE number 6015758 |
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The \(\beta\)-Meixner model (English)
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19 March 2012
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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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0.85704917
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0.83935595
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0.8380641
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0.83461565
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0.8343595
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