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RecordNumber
1986
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Author
Profeta, Christophe
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Title
Option prices as probabilities: a new look at generalized Black-Scholes formulae
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Author Statement
Christophe Profeta, Bernard Roynette, Marc Yor
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Publication
Springer
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Publication Year
2010
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Collation
xxi, 270 p. 24 cm
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Series
Springer finance
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Notes
Includes bibliographical references (p. 259-267) and index.
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Subject
Options (Finance) , Distribution (Probability theory)
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ADDED ENTRIES
Roynette, Bernard , Yor, Marc ,
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LC Class
HG
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LC Number
6024
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LC CutterNumber
.A3P764
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LC Date
2010
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Link To Document :