Tootfinder

Selbstredend sind die in Steppennähe am Ufer der Jihlava sich aufhaltenden Schafe fein säuberlich nummeriert!

This https://arxiv.org/abs/2308.13717 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_qfi…

Portfolios Generated by Contingent Claim Functions, with Applications to Option Pricing
This paper presents a synthesis of the theories of portfolio generating functions and option pricing. The theory of portfolio generation is extended to measure the value of portfolios generated by positive C^{2,1} functions of asset prices X_1,... , X_n directly, rather than with respect to a numeraire portfolio. If a portfolio generating function satisfies a specific partial differential equation, then the value of the portfolio generated by that function will replicate the value of the functi…