Option prices as probabilities : a new look at generalized black-scholes formulae
Cristophe Profeta; Bernard Roynette; Marc Yor
| Year of publication: |
2010
|
|---|---|
| Authors: | Profeta, Christophe ; Roynette, Bernard ; Yor, Marc |
| Publisher: |
Berlin : Springer |
| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Stochastischer Prozess | Stochastic process | Theorie | Theory | Martingal | Diffusionsprozess |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | XXI, 270 S. graph. Darst. 235 mm x 155 mm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 259 - 263 |
| ISBN: | 978-3-642-10394-0 ; 978-3-642-10395-7 |
| Classification: | Wahrscheinlichkeitsrechnung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003919904