The \(\beta\)-Meixner model
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Publication:765298
DOI10.1016/j.cam.2011.12.004zbMath1237.91215OpenAlexW1613194768MaRDI QIDQ765298
Wim Schoutens, Albert Ferreiro-Castilla
Publication date: 19 March 2012
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2011.12.004
Processes with independent increments; Lévy processes (60G51) Derivative securities (option pricing, hedging, etc.) (91G20)
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