A functional analysis approach to the static replication of European options
Sébastien Bossu, Peter Carr and Andrew Papanicolaou
| Year of publication: |
2021
|
|---|---|
| Authors: | Bossu, Sébastien ; Carr, Peter ; Papanicolaou, Andrew |
| Subject: | Breeden-Litzenberger formula | Derivatives | Functional analysis | Implied distribution | Integral equation | Options | Payoff | Spectral theorem | Static replication | Derivat | Derivative | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1810857 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012483843