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: |
Heidelberg [u.a.] : Springer |
| Subject: | Black-Scholes-Modell | Martingal | Diffusionsprozess |
| Extent: | XXI, 270 S. ; graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 978-3-642-10394-0 |
| Classification: | Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004953253