Option prices as probabilities a new look at generalized Black-Scholes formulae / Christophe Profeta, Bernard Roynette, Marc Yor.

Author/creator Profeta, Christophe
Other author Roynette, Bernard.
Other author Yor, Marc.
Format Electronic
Publication InfoLondon ; New York : Springer,
Descriptionxxi, 270 p. ; 24 cm.
Supplemental ContentFull text available from Springer Nature - Springer Mathematics and Statistics eBooks 2010 English International
Supplemental ContentFull text available from Springer Books
Subjects

SeriesSpringer finance
Bibliography noteIncludes bibliographical references (p. 259-267) and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2010920154
ISBN9783642103940 (pbk.)
ISBN3642103944 (pbk.)
ISBN9783642103957 (ebk.)