A new representation of the risk-neutral distribution and its applications
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Publication:5079373
DOI10.1080/14697688.2021.2013520zbMath1491.91141MaRDI QIDQ5079373
Publication date: 27 May 2022
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2021.2013520
91G20: Derivative securities (option pricing, hedging, etc.)
Related Items
Cites Work
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