Option prices as probabilities
Subtitle: a new look at generalized Black-Scholes formulae
By: Christophe Profeta, Bernard Roynette, Marc Yor
Contributors: Roynette, Bernard; Yor, Marc
Series: Springer finance
Publisher: Springer
Published: 2010
Place of publication: London; New York
Language: eng
Number of pages: 270
ISBN-13: 9783642103940; 9783642103957
Subjects: Options (Finance); Prices; Distribution (Probability theory); Mathematics
Notes: Includes bibliographical references (p. 259-267) and index.