A functional analysis approach to the static replication of European options (Q5014195)

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scientific article; zbMATH DE number 7436790
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A functional analysis approach to the static replication of European options
scientific article; zbMATH DE number 7436790

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    A functional analysis approach to the static replication of European options (English)
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    1 December 2021
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    derivatives
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    options
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    static replication
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    payoff
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    integral equation
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    functional analysis
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    spectral theorem
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    Breeden-Litzenberger formula
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    implied distribution
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