Option prices as probabilities : a new look at generalized black-scholes formulae

Bibliographic Information

Option prices as probabilities : a new look at generalized black-scholes formulae

Christophe Profeta, Bernard Roynette, Marc Yor

(Springer finance, . Lecture notes)

Springer, c2010

  • : [pbk.]

Available at  / 19 libraries

Search this Book/Journal

Note

Includes bibliographical reference (p. 259-267) and index

Related Books: 1-1 of 1

Details

Page Top