Option prices as probabilities : a new look at generalized Black-Scholes formulae /

Bibliographic Details
Main Author: Profeta, Christophe
Other Authors: Roynette, Bernard, Yor, Marc
Format: eBook
Language:English
Published: Berlin ; London : Springer, 2010.
Series:Springer finance.
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Item Description:Description based on print version record.
Electronic resource.
Physical Description:1 online resource (xxi, 270 pages) : illustrations
Bibliography:Includes bibliographical references (pages 259-263) and index.
ISBN:3642103952
9783642103957
DOI:10.1007/978-3-642-10395-7