Reviewing alternative characterizations of Meixner process
نویسندگان
چکیده
منابع مشابه
Reviewing alternative characterizations of Meixner process
Abstract: Based on the first author’s recent PhD thesis entitled “Profiling processes of Meixner type”, [50] a review of the main characteristics and characterizations of such particular Lévy processes is extracted, emphasizing the motivations for their introduction in literature as reliable financial models. An insight on orthogonal polynomials is also provided, together with an alternative pa...
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ژورنال
عنوان ژورنال: Probability Surveys
سال: 2011
ISSN: 1549-5787
DOI: 10.1214/11-ps177