Titlebook: Option Prices as Probabilities; A New Look at Genera Cristophe Profeta,Bernard Roynette,Marc Yor Book 2010 Springer-Verlag Berlin Heidelber

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Forehead-Lift

1616-0533 ? The celebrated Black-Scholes formula gives an explicit expression of? (t) and K C (t) in terms ofN : K ? ? log(K) t log(K) t ? (t)= KN ? + ?N ? ? (0.4) K t 2 t 2 and ? ?978-3-642-10394-0978-3-642-10395-7Series ISSN 1616-0533 Series E-ISSN 2195-0687

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MERIT

978-3-642-10394-0Springer-Verlag Berlin Heidelberg 2010

FRAUD

RENAL

Cristophe Profeta,Bernard Roynette,Marc YorTo the best of our knowledge this book discusses in a unique way last passage times.Includes supplementary material:

HUMID

分解

Put Option as Joint Distribution Function in Strike and Maturity,on in both variables . and ., for .≤1 and .≥0, of a probability .. on [0,1]×[0,+∞[. We discuss in detail, in this Chapter, the case where ., for . a standard Brownian motion, and give an extension to the more general case of the semimartingale ., (.≠0,.>0).

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