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Option Prices as Probabilities
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Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-642-10395-7
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Book Chapters
The following chapters of this book are listed in IDEAS- Christophe Profeta & Bernard Roynette & Marc Yor, 2010. "Reading the Black-Scholes Formula in Terms of First and Last Passage Times," Springer Finance,, Springer.
- Christophe Profeta & Bernard Roynette & Marc Yor, 2010. "Generalized Black-Scholes Formulae for Martingales, in Terms of Last Passage Times," Springer Finance,, Springer.
- Christophe Profeta & Bernard Roynette & Marc Yor, 2010. "Representation of some particular Azéma supermartingales," Springer Finance,, Springer.
- Christophe Profeta & Bernard Roynette & Marc Yor, 2010. "An Interesting Family of Black-Scholes Perpetuities," Springer Finance,, Springer.
- Christophe Profeta & Bernard Roynette & Marc Yor, 2010. "Study of Last Passage Times up to a Finite Horizon," Springer Finance,, Springer.
- Christophe Profeta & Bernard Roynette & Marc Yor, 2010. "Put Option as Joint Distribution Function in Strike and Maturity," Springer Finance,, Springer.
- Christophe Profeta & Bernard Roynette & Marc Yor, 2010. "Existence and Properties of Pseudo-Inverses for Bessel and Related Processes," Springer Finance,, Springer.
- Christophe Profeta & Bernard Roynette & Marc Yor, 2010. "Existence of Pseudo-Inverses for Diffusions," Springer Finance,, Springer.
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