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Option prices as probabilities:a newlook at generalized Black-Scholes formule

Bibliographic Details
Main Author: Profeta, Christophe
Other Authors: Roynette, Bernard, Yor, Marc
Format: Printed Book
Language:English
Published: New York Springer 2010
Subjects:
Description
Physical Description:xxi, 270p.
ISBN:978-3-642-10394-0