Option prices as probabilities : a new look at generalized Black-Scholes formulae
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Option prices as probabilities : a new look at generalized Black-Scholes formulae
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| Physical Description |
xxi, 270 pages ; 24 cm |
|---|---|
| Language |
English |
| Publisher |
Berlin :
Springer,
cop. 2010.
|
| Series | Springer finance |
| Subjects | |
| Additional Information | Christophe Profeta, Bernard Roynette, Marc Yor |
| Verkkoaineisto |
9783642103957 |
| Bibliography |
Includes bibliographical references (p. 259-267) and index. |
| ISBN |
3-642-10394-4 pehmeäkantinen 978-3-642-10394-0 pehmeäkantinen |
| Get full text | |