A new representation of the risk-neutral distribution and its applications (Q5079373)
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scientific article; zbMATH DE number 7532615
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new representation of the risk-neutral distribution and its applications |
scientific article; zbMATH DE number 7532615 |
Statements
A new representation of the risk-neutral distribution and its applications (English)
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27 May 2022
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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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