Option Prices as Probabilities [electronic resource] : A New Look at Generalized Black-Scholes Formulae / by Cristophe Profeta, Bernard Roynette, Marc Yor.
Record details
- ISBN: 9783642103957
- Physical Description: XXI, 270p. 3 illus. online resource.
- Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010.
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Subject: | Mathematics. Finance. Distribution (Probability theory). Mathematics. Probability Theory and Stochastic Processes. Quantitative Finance. |