Profeta, Cristophe.
Option prices as probabilities a new look at generalized Black-Scholes formulae / [electronic resource] :
by Cristophe Profeta, Bernard Roynette, Marc Yor.
- Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2010.
- 1online resource (xxi, 270 pages) : illustrations, digital.
- Springer finance .
9783642103957
Options (Finance)--Prices--Mathematics.
Distribution (Probability theory)
Probability Theory and Stochastic Processes.
Quantitative Finance.