| Publikationstyp: | Working Paper – Gutachten – Studie |
| Titel: | Bijections between [0,∞) and the support of a continuous probability law allow a generalized memoryless property |
| Autor/-in: | Carr, Peter Cirillo, Pasquale |
| et. al: | No |
| DOI: | 10.2139/ssrn.4081193 |
| Umfang: | 18 |
| Erscheinungsdatum: | 2022 |
| Verlag / Hrsg. Institution: | SSRN |
| Sprache: | Englisch |
| Schlagwörter: | Contingent Claim; Memoryless; Pseudosum |
| Fachgebiet (DDC): | 510: Mathematik |
| Zusammenfassung: | We provide a generalisation of the loss of memory property using pseudo-analysis. We show how particular pseudo-sums have direct probabilistic interpretations as an arbitrage-free contingent-claim values. As a side result, we also provide new connections among well-known probability distributions. |
| URI: | https://digitalcollection.zhaw.ch/handle/11475/25007 |
| Lizenz (gemäss Verlagsvertrag): | Lizenz gemäss Verlagsvertrag |
| Departement: | School of Management and Law |
| Organisationseinheit: | Institut für Wirtschaftsinformatik (IWI) |
| Enthalten in den Sammlungen: | Publikationen School of Management and Law |
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Zur Langanzeige
Carr, P., & Cirillo, P. (2022). Bijections between [0,∞) and the support of a continuous probability law allow a generalized memoryless property. SSRN. https://doi.org/10.2139/ssrn.4081193
Carr, P. and Cirillo, P. (2022) Bijections between [0,∞) and the support of a continuous probability law allow a generalized memoryless property. SSRN. Available at: https://doi.org/10.2139/ssrn.4081193.
P. Carr and P. Cirillo, “Bijections between [0,∞) and the support of a continuous probability law allow a generalized memoryless property,” SSRN, 2022. doi: 10.2139/ssrn.4081193.
CARR, Peter und Pasquale CIRILLO, 2022. Bijections between [0,∞) and the support of a continuous probability law allow a generalized memoryless property. SSRN
Carr, Peter, and Pasquale Cirillo. 2022. “Bijections between [0,∞) and the Support of a Continuous Probability Law Allow a Generalized Memoryless Property.” SSRN. https://doi.org/10.2139/ssrn.4081193.
Carr, Peter, and Pasquale Cirillo. Bijections between [0,∞) and the Support of a Continuous Probability Law Allow a Generalized Memoryless Property. SSRN, 2022, https://doi.org/10.2139/ssrn.4081193.
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