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PreprintCC BY 4.0arXiv

A general technique for explicit quantile representations

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.

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BibTeX
@misc{schadner2026general,
  title = {{A general technique for explicit quantile representations}},
  author = {Wolfgang Schadner},
  howpublished = {arXiv},
  year = {2026},
  month = nov,
  doi = {10.48550/arxiv.2611.06459},
  eprint = {2611.06459},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2611.06459},
  note = {CC BY 4.0},
}
RIS
TY  - UNPB
TI  - A general technique for explicit quantile representations
AU  - Wolfgang Schadner
PY  - 2026
DA  - 2026/11/04
PB  - arXiv
DO  - 10.48550/arxiv.2611.06459
UR  - https://arxiv.org/abs/2611.06459
AB  - 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.
ER  -