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Option Prices as Probabilities
Latest Publications
TOTAL DOCUMENTS
8
(FIVE YEARS 0)
H-INDEX
1
(FIVE YEARS 0)
Published By Springer Berlin Heidelberg
9783642103940, 9783642103957
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Latest Documents
Most Cited Documents
Contributed Authors
Related Sources
Related Keywords
Existence of Pseudo-Inverses for Diffusions
Option Prices as Probabilities
◽
10.1007/978-3-642-10395-7_8
◽
2010
◽
pp. 203-237
Author(s):
Christophe Profeta
◽
Bernard Roynette
◽
Marc Yor
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Put Option as Joint Distribution Function in Strike and Maturity
Option Prices as Probabilities
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10.1007/978-3-642-10395-7_6
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2010
◽
pp. 143-159
Author(s):
Christophe Profeta
◽
Bernard Roynette
◽
Marc Yor
Keyword(s):
Distribution Function
◽
Joint Distribution
◽
Joint Distribution Function
◽
Put Option
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Reading the Black-Scholes Formula in Terms of First and Last Passage Times
Option Prices as Probabilities
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10.1007/978-3-642-10395-7_1
◽
2010
◽
pp. 1-20
Author(s):
Christophe Profeta
◽
Bernard Roynette
◽
Marc Yor
Keyword(s):
Last Passage Times
◽
Black Scholes
◽
Passage Times
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Existence and Properties of Pseudo-Inverses for Bessel and Related Processes
Option Prices as Probabilities
◽
10.1007/978-3-642-10395-7_7
◽
2010
◽
pp. 161-201
Author(s):
Christophe Profeta
◽
Bernard Roynette
◽
Marc Yor
Download Full-text
Generalized Black-Scholes Formulae for Martingales, in Terms of Last Passage Times
Option Prices as Probabilities
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10.1007/978-3-642-10395-7_2
◽
2010
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pp. 21-63
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Cited By ~ 1
Author(s):
Christophe Profeta
◽
Bernard Roynette
◽
Marc Yor
Keyword(s):
Last Passage Times
◽
Black Scholes
◽
Passage Times
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An Interesting Family of Black-Scholes Perpetuities
Option Prices as Probabilities
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10.1007/978-3-642-10395-7_4
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2010
◽
pp. 89-113
Author(s):
Christophe Profeta
◽
Bernard Roynette
◽
Marc Yor
Keyword(s):
Black Scholes
◽
Interesting Family
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Study of Last Passage Times up to a Finite Horizon
Option Prices as Probabilities
◽
10.1007/978-3-642-10395-7_5
◽
2010
◽
pp. 115-141
Author(s):
Christophe Profeta
◽
Bernard Roynette
◽
Marc Yor
Keyword(s):
Finite Horizon
◽
Last Passage Times
◽
Passage Times
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Representation of some particular Azéma supermartingales
Option Prices as Probabilities
◽
10.1007/978-3-642-10395-7_3
◽
2010
◽
pp. 65-87
Author(s):
Christophe Profeta
◽
Bernard Roynette
◽
Marc Yor
Download Full-text
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