Option prices as probabilities : a new look at generalized black-scholes formulae

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Bibliographic Information

Title
"Option prices as probabilities : a new look at generalized black-scholes formulae"
Statement of Responsibility
Christophe Profeta, Bernard Roynette, Marc Yor
Publisher
  • Springer
Publication Year
  • c2010
Book size
24 cm
Series Name / No
  • : [pbk.]

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Notes

Includes bibliographical reference (p. 259-267) and index

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