Option prices as probabilities : a new look at generalized Black-Scholes formulae :: Christophe Profeta :: ISBN 9783642103940 :: Springer 2010 :: OBNB, the Open British National Bibliography

Publication Data

Title Option prices as probabilities : a new look at generalized Black-Scholes formulae
Author Christophe Profeta
Contributors Bernard Roynette, Marc Yor
Publisher Springer
Publication date 2010
Publication location Berlin
Language English

Topics

Options (Finance) :: Prices :: Mathematics
Distribution (Probability theory)

Catalogue Data

OBNB ID GBB003883
ISBN 10 3642103944
ISBN 13 9783642103940
Type BibliographicResource, Book
Dewey Classification 332.6453015192

ISBD

P1053 xxi, 270 p.
P1042 Includes bibliographical references (p. 259-267) and index.

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Option prices as probabilities : a new look at generalized Black-Scholes formulae by Christophe Profeta. ISBN 9783642103940. Published by Springer in 2010. Publication and catalogue information, links to buy online and reader comments.