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