On certain representations of pricing functionals
Year of publication: |
2024
|
---|---|
Authors: | Marinelli, Carlo |
Published in: |
Annals of finance. - Heidelberg : Springer, ISSN 1614-2454, ZDB-ID 2172262-6. - Vol. 20.2024, 1, p. 91-127
|
Subject: | Breeden-Litzenberger formula | CO2 | Convex payoffs | Distributions (generalized functions) | Option pricing |
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