|Publication type:||Working paper – expertise – study|
|Title:||Bijections between [0,∞) and the support of a continuous probability law allow a generalized memoryless property|
|Publisher / Ed. Institution:||SSRN|
|Subjects:||Contingent Claim; Memoryless; Pseudosum|
|Subject (DDC):||510: Mathematics|
|Abstract:||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.|
|License (according to publishing contract):||Licence according to publishing contract|
|Departement:||School of Management and Law|
|Organisational Unit:||Institute of Business Information Technology (IWI)|
|Appears in collections:||Publikationen School of Management and Law|
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