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Part of the book series: Springer Finance (FINANCE)
Part of the book sub series: Springer Finance Lecture Notes (SFLN)
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Table of contents (8 chapters)
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Front Matter
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Back Matter
About this book
Authors and Affiliations
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Inst. Élie Cartan (IECN), Université Nancy I, Vandoeuvre-les-Nancy CX, France
Cristophe Profeta
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Inst. Elie Cartan, Université Nancy I, Vandoeuvre-les-Nancy CX, France
Bernard Roynette
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Labo. Probabilités et Modèles Aléatoires, Université Paris VI, Paris, France
Marc Yor
Bibliographic Information
Book Title: Option Prices as Probabilities
Book Subtitle: A New Look at Generalized Black-Scholes Formulae
Authors: Cristophe Profeta, Bernard Roynette, Marc Yor
Series Title: Springer Finance
DOI: https://doi.org/10.1007/978-3-642-10395-7
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2010
Softcover ISBN: 978-3-642-10394-0Published: 12 February 2010
eBook ISBN: 978-3-642-10395-7Published: 26 January 2010
Series ISSN: 1616-0533
Series E-ISSN: 2195-0687
Edition Number: 1
Number of Pages: XXI, 270
Number of Illustrations: 3 b/w illustrations
Topics: Probability Theory and Stochastic Processes, Quantitative Finance