Statements (16)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:application |
option pricing
modeling asset returns |
| gptkbp:describedBy |
characteristic function
|
| gptkbp:distributedBy |
Meixner distribution
|
| gptkbp:hasProperty |
independent increments
infinite divisibility stationary increments |
| https://www.w3.org/2000/01/rdf-schema#label |
Meixner process
|
| gptkbp:namedAfter |
gptkb:Josef_Meixner
|
| gptkbp:relatedTo |
gptkb:Meixner–Pollaczek_polynomials
|
| gptkbp:type |
gptkb:stochastic_process
|
| gptkbp:usedIn |
gptkb:probability_theory
mathematical finance |
| gptkbp:bfsParent |
gptkb:stochastic_process
|
| gptkbp:bfsLayer |
4
|