The American straddle close to expiry.
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The role of functional equations in stochastic model building.
Janos Galambos (1982)
Aequationes mathematicae
The set of probability distribution solutions of a linear functional equation
Janusz Morawiec, Ludwig Reich (2008)
Annales Polonici Mathematici
Let (Ω,,P) be a probability space and let τ: ℝ×Ω → ℝ be a function which is strictly increasing and continuous with respect to the first variable, measurable with respect to the second variable. Given the set of all continuous probability distribution solutions of the equation we determine the set of all its probability distribution solutions.
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