Media type: Book Title: Option prices as probabilities : a new look at generalized black-scholes formulae Contributor: Profeta, Christophe [Author]; Roynette, Bernard [Author]; Yor, Marc [Author] Published: Berlin; Heidelberg [u.a.]: Springer, 2010 Published in: Springer Finance ; lecture notes Lecture notes Extent: XXI, 270 S.; graph. Darst; 235 mm x 155 mm Language: English ISBN: 9783642103940 RVK notation: SK 980 : Wirtschaftsmathematik, Ökonometrie, Produktionstheorie QK 660 : Finanzinnovationen (Options, Futures, Swaps, Security design) Keywords: Black-Scholes-Modell > Martingal > Diffusionsprozess Origination: Footnote: Literaturverz. S. 259 - 263