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] |
Erscheint auch als (Online-Ausgabe):
Profeta, Cristophe. Option Prices as Probabilities. - Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2010. - Online-Ressource (XXI, 270p. 3 illus, digital)
Persistent link: https://www.econbiz.de/10003919904