Option prices as probabilities : a new look at generalized Black-Scholes formulae
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| Main Authors: | , , |
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| Format: | Livre papier |
| Language: | Anglais |
| Published: |
Heidelberg ; Dordrecht ; London [etc.] :
Springer
C 2010.
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| Series: | Springer finance lecture notes
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| Subjects: | |
| Autres localisations: | Voir dans le Sudoc |
| Physical Description: | 1 vol. (XXI-270 p.) ; 24 cm. |
|---|---|
| Bibliography: | Bibliogr. p.259-267. Index |
| ISBN: | 9783642103940 (br.) 3642103944 (br.) |