A functional analysis approach to the static replication of European options (Q5014195)
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scientific article; zbMATH DE number 7436790
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A functional analysis approach to the static replication of European options |
scientific article; zbMATH DE number 7436790 |
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A functional analysis approach to the static replication of European options (English)
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1 December 2021
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derivatives
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options
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static replication
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payoff
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integral equation
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functional analysis
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spectral theorem
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Breeden-Litzenberger formula
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implied distribution
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