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  4. Publikationen School of Management and Law
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dc.contributor.authorCarr, Peter-
dc.contributor.authorCirillo, Pasquale-
dc.date.accessioned2022-05-19T12:10:43Z-
dc.date.available2022-05-19T12:10:43Z-
dc.date.issued2022-
dc.identifier.urihttps://digitalcollection.zhaw.ch/handle/11475/25007-
dc.description.abstractWe 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.de_CH
dc.format.extent18de_CH
dc.language.isoende_CH
dc.publisherSSRNde_CH
dc.rightsLicence according to publishing contractde_CH
dc.subjectContingent Claimde_CH
dc.subjectMemorylessde_CH
dc.subjectPseudosumde_CH
dc.subject.ddc510: Mathematikde_CH
dc.titleBijections between [0,∞) and the support of a continuous probability law allow a generalized memoryless propertyde_CH
dc.typeWorking Paper – Gutachten – Studiede_CH
dcterms.typeTextde_CH
zhaw.departementSchool of Management and Lawde_CH
zhaw.organisationalunitInstitut für Wirtschaftsinformatik (IWI)de_CH
dc.identifier.doi10.2139/ssrn.4081193de_CH
zhaw.funding.euNode_CH
zhaw.originated.zhawYesde_CH
zhaw.author.additionalNode_CH
zhaw.display.portraitYesde_CH
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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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