The \(\beta\)-Meixner model (Q765298)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The \(\beta\)-Meixner model |
scientific article; zbMATH DE number 6015758
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The \(\beta\)-Meixner model |
scientific article; zbMATH DE number 6015758 |
Statements
The \(\beta\)-Meixner model (English)
0 references
19 March 2012
0 references
exponential Lévy processes
0 references
hitting probability
0 references
barrier options
0 references
meromorphic Lévy processes
0 references
0 references
0 references
0 references
0 references
0.85704917
0 references
0.83935595
0 references
0.8380641
0 references
0.83461565
0 references
0.8343595
0 references
0 references
0 references
