A new representation of the risk-neutral distribution and its applications (Q5079373)

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scientific article; zbMATH DE number 7532615
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A new representation of the risk-neutral distribution and its applications
scientific article; zbMATH DE number 7532615

    Statements

    title
    A new representation of the risk-neutral distribution and its applications (English)
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    author
    Yuewu Xu
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    Zhen-Yu Cui
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    publication date
    27 May 2022
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    zbMATH DE Number
    7532615
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    zbMATH Keywords
    risk-neutral distribution
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    Hermite expansion
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    spanning formula
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    Dirac delta function
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    OpenAlex ID
    W4213099873
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    cites work
    Q3215519
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    Options and Efficiency
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