The following pages link to Processes of Meixner type (Q1567713):
Displaying 34 items.
- A general control variate method for option pricing under Lévy processes (Q132360) (← links)
- Fermionic Meixner classes, Lie algebras and quadratic Hamiltonians (Q308226) (← links)
- Option pricing by mean correcting method for non-Gaussian Lévy processes (Q381063) (← links)
- Reviewing alternative characterizations of Meixner process (Q431510) (← links)
- Stitching pairs of Lévy processes into harnesses (Q436295) (← links)
- The longstaff-Schwartz algorithm for Lévy models: results on fast and slow convergence (Q535203) (← links)
- Blow-up and stability of semilinear PDEs with gamma generators (Q555837) (← links)
- On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling (Q631555) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution (Q961440) (← 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)
- Cliquet option pricing with Meixner processes (Q1641936) (← links)
- GARCH option pricing models with Meixner innovations (Q1710580) (← 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)
- Extracting market information from equity options with exponential Lévy processes (Q1994305) (← links)
- Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
- Likelihood ratio gradient estimation for Meixner distribution and Lévy processes (Q2512758) (← links)
- ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCESSES WITH AN APPLICATION TO THE GAMMA, PASCAL, AND MEIXNER PROCESSES (Q3043491) (← links)
- MRM-FACTORS FOR THE PROBABILITY MEASURES IN THE MEIXNER CLASS (Q3070061) (← links)
- PROBABILITY MEASURES ON ℂ ARISING FROM THE JACOBI–SZEGÖ PARAMETERS FOR CONTINUOUS DUAL HAHN POLYNOMIALS (Q3095477) (← links)
- SELF-DECOMPOSABILITY AND OPTION PRICING (Q3446058) (← links)
- Multifractality of products of geometric Ornstein-Uhlenbeck-type processes (Q3603201) (← links)
- A Note on the Suboptimality of Path-Dependent Pay-Offs in Lévy Markets (Q3652700) (← links)
- On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes (Q3653081) (← links)
- GENERATING FUNCTIONS OF EXPONENTIAL TYPE FOR ORTHOGONAL POLYNOMIALS (Q4474486) (← links)
- Pricing participating policies under the Meixner process and stochastic volatility (Q4577195) (← links)
- A risk model driven by Lévy processes (Q4827960) (← links)
- (Q5001214) (← 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)
- Some definite integrals arising from selfdecomposable characteristic functions (Q6054050) (← links)
