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.