A new representation of the risk-neutral distribution and its applications (Q5079373)
From MaRDI portal
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)
0 references
27 May 2022
0 references
risk-neutral distribution
0 references
Hermite expansion
0 references
spanning formula
0 references
Dirac delta function
0 references
0 references
0 references
0 references
0 references
