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Option prices as probabilitiesa new ...

Profeta, Cristophe.

Option prices as probabilitiesa new look at generalized Black-Scholes formulae /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Option prices as probabilitiesby Cristophe Profeta, Bernard Roynette, Marc Yor.
Reminder of title:	a new look at generalized Black-Scholes formulae /
Author:	Profeta, Cristophe.
other author:	Roynette, Bernard.
Published:	Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2010.
Description:	xxi, 270 p. :ill., digital ;24 cm.
Series:	Springer finance
Contained By:	Springer eBooks
Subject:	Options (Finance)Prices
Online resource:	http://dx.doi.org/10.1007/978-3-642-10395-7
ISBN:	9783642103957 (electronic bk.)

Option prices as probabilitiesa new look at generalized Black-Scholes formulae /
Profeta, Cristophe.

Option prices as probabilitiesa new look at generalized Black-Scholes formulae /[electronic resource] :by Cristophe Profeta, Bernard Roynette, Marc Yor. - Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2010. - xxi, 270 p. :ill., digital ;24 cm. - Springer finance.

ISBN: 9783642103957 (electronic bk.)Subjects--Topical Terms:

456451
Options (Finance)
--Prices

LC Class. No.: HG6024.A3 / P764 2010

Dewey Class. No.: 332.63228

Option prices as probabilitiesa new look at generalized Black-Scholes formulae /
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245 1 0 $a Option prices as probabilities $h [electronic resource] : $b a new look at generalized Black-Scholes formulae / $c by Cristophe Profeta, Bernard Roynette, Marc Yor.
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650 0 $a Options (Finance) $x Prices $x Mathematics. $3 456451
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