The Delta-Function Potential an Arrow-Debreu security and is essentially a delta function on a given state

[PDF]The Delta-Function Potential

physics.unm.edu/Courses/Fields/Phys491/Notes/TISEDelta.pdf

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The Delta-Function Potential. As our last example of one-dimensional bound-state solutions, let us re-examine the finite potential well: and take the limit as the ...

 

 

 

The Concepts and Practice of Mathematical Finance

books.google.com/books?isbn=0521823552

Mark Suresh Joshi - 2003 - ‎Mathematics

However, multiple risk-neutral measures suggest multiple prices so we deduce that there must be a connection between the ... Such a security is known as an Arrow-Debreu security and is essentially a delta function on a given state. What is ...

[PDF]ItТ=s Lemma and the Equity Risk Premium - Wilmott

www.wilmott.com/pdfs/020630_marsden.pdf

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Arrow-Debreu securities must be in order that delta-neutral portfolios always have ... This paper abandons the position that delta hedges are riskless, and ...

[PDF]Relationship Between Butterfly Spreads and the Risk ...

www.frouah.com/.../Butterfly%20Spread%20and%20the%20RND.pdf

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proximate the risk neutral density (RND), and we establish the result that the ... Dirac delta function. ... terminal value converges to an Arrow#Debreu security.

 

Delta potential - Wikipedia, the free encyclopedia

en.wikipedia.org/wiki/Delta_potential

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Jump to Bound state (E < 0) - )[edit]. The graph of the bound state wavefunction solution to the delta function potential is continuous everywhere, but its ...