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Reconstruction of law of diffusion process from call option values

For any random variable $X$ with $E\max(X,0)<\infty$, you can determine the distribution of $X$ if you know the values of $$g(c):=E\max(X,c)$$ for all real $c$. Indeed, take any real $c$ and any ...
Iosif Pinelis's user avatar

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