The following pages link to The \(\beta\)-Meixner model (Q765298):
Displaying 4 items.
- Tempered stable process, first passage time, and path-dependent option pricing (Q1722755) (← links)
- Asian options and meromorphic Lévy processes (Q2255010) (← links)
- Multilevel Monte Carlo simulation for Lévy processes based on the Wiener-Hopf factorisation (Q2434751) (← links)
- An Euler–Poisson scheme for Lévy driven stochastic differential equations (Q2804429) (← links)
