Abstract
In a continuous-in-time model, there is an important financial quantity called Loan which cannot be determined directly in terms of algebraic spending but has a major impact on the financial strategy. In this paper, we use a mathematical framework to discuss an inverse problem of determining the implied Loan Measure from Algebraic Spending Measure when it is possible. In addition, we build a numerical method to concentrate a measure as a sum of Dirac masses.
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