Bijections between [0,∞) and the support of a continuous probability law allow a generalized memoryless property

Carr, Peter; Cirillo, Pasquale

doi:10.2139/ssrn.4081193

Publication type:	Working paper – expertise – study
Title:	Bijections between [0,∞) and the support of a continuous probability law allow a generalized memoryless property
Authors:	Carr, Peter Cirillo, Pasquale
et. al:	No
DOI:	10.2139/ssrn.4081193
Extent:	18
Issue Date:	2022
Publisher / Ed. Institution:	SSRN
Language:	English
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.
URI:	https://digitalcollection.zhaw.ch/handle/11475/25007
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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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.