A new representation of the risk-neutral distribution and its applications
Year of publication: |
2022
|
---|---|
Authors: | Cui, Zhenyu ; Xu, Yuewu |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 5, p. 817-834
|
Subject: | Dirac delta function | Hermite expansion | Risk-neutral distribution | Spanning formula |
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