A Distributional Sensitivity Engine: Greeks from Two-Measure Digital Weights and Conditional Law Blocks

SSRN Electronic Journal 2026 Preprint Open access

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Authors: David Hongkai Shen

DOI: 10.2139/ssrn.6172183

Cited by: 0

Fields of Study & Subjects

Stochastic processes and financial applications Financial Markets and Investment Strategies Financial Risk and Volatility Modeling