A functional analysis approach to the static replication of European options
Year of publication: |
2021
|
---|---|
Authors: | Bossu, Sébastien ; Carr, Peter ; Papanicolaou, Andrew |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 21.2021, 4, p. 637-655
|
Subject: | Breeden-Litzenberger formula | Derivatives | Functional analysis | Implied distribution | Integral equation | Options | Payoff | Spectral theorem | Static replication | Theorie | Theory | Derivat | Derivative |
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