A general technique for explicit quantile representations

Wolfgang Schadner

Papers from arXiv.org

Abstract: This work proves existence of contours independent of probability level for exact quantile integrals of strictly positive real-analytic densities. Explicit constructions cover five broad distribution families and yield a finite-interval representation of Black-Scholes implied volatility using forward functions.

Date: 2026-11
References: Add references at CitEc
Citations:

Downloads: (external link)
https://arxiv.org/pdf/2611.06459 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2611.06459

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().