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Option Prices as Probabilities A New Look at Generalized Black-Scholes Formulae  Cover Image E-book E-book

Option Prices as Probabilities [electronic resource] : A New Look at Generalized Black-Scholes Formulae / by Cristophe Profeta, Bernard Roynette, Marc Yor.

Profeta, Cristophe. (author.). Roynette, Bernard. (author.). Yor, Marc. (author.). SpringerLink (Online service) (Added Author).

Record details

  • ISBN: 9783642103957
  • Physical Description: XXI, 270p. 3 illus. online resource.
  • Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010.
Subject: Mathematics.
Finance.
Distribution (Probability theory).
Mathematics.
Probability Theory and Stochastic Processes.
Quantitative Finance.

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