Option prices as probabilities: a new look at generalized Black-Scholes formulae
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2010
|
| Schriftenreihe: | Springer finance
|
| Schlagworte: | |
| Online-Zugang: | BTU01 TUM01 UBA01 UBM01 UBT01 UBW01 UER01 UPA01 Volltext |
| Beschreibung: | 1 Online-Ressource |
| ISBN: | 9783642103957 |
| DOI: | 10.1007/978-3-642-10395-7 |
Internformat
MARC
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Datensatz im Suchindex
| _version_ | 1804143055201107968 |
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| any_adam_object | |
| author | Profeta, Christophe Roynette, Bernard Yor, Marc 1949-2014 |
| author_GND | (DE-588)108971090 (DE-588)120628635 |
| author_facet | Profeta, Christophe Roynette, Bernard Yor, Marc 1949-2014 |
| author_role | aut aut aut |
| author_sort | Profeta, Christophe |
| author_variant | c p cp b r br m y my |
| building | Verbundindex |
| bvnumber | BV036492790 |
| classification_rvk | QK 660 SK 980 |
| classification_tum | MAT 000 |
| collection | ZDB-2-SMA |
| ctrlnum | (OCoLC)873673029 (DE-599)BVBBV036492790 |
| discipline | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1007/978-3-642-10395-7 |
| format | Electronic eBook |
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| id | DE-604.BV036492790 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T22:41:34Z |
| institution | BVB |
| isbn | 9783642103957 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-020415378 |
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| publishDate | 2010 |
| publishDateSearch | 2010 |
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| publisher | Springer |
| record_format | marc |
| series2 | Springer finance |
| spelling | Profeta, Christophe Verfasser aut Option prices as probabilities a new look at generalized Black-Scholes formulae Cristophe Profeta ; Bernard Roynette ; Marc Yor Berlin [u.a.] Springer 2010 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Springer finance Mathematik Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematics Finance Quantitative Finance Diffusionsprozess (DE-588)4274463-5 gnd rswk-swf Martingal (DE-588)4126466-6 gnd rswk-swf Black-Scholes-Modell (DE-588)4206283-4 gnd rswk-swf Black-Scholes-Modell (DE-588)4206283-4 s Martingal (DE-588)4126466-6 s Diffusionsprozess (DE-588)4274463-5 s b DE-604 Roynette, Bernard Verfasser (DE-588)108971090 aut Yor, Marc 1949-2014 Verfasser (DE-588)120628635 aut Erscheint auch als Druckausgabe 978-3-642-10394-0 https://doi.org/10.1007/978-3-642-10395-7 Verlag Volltext |
| spellingShingle | Profeta, Christophe Roynette, Bernard Yor, Marc 1949-2014 Option prices as probabilities a new look at generalized Black-Scholes formulae Mathematik Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematics Finance Quantitative Finance Diffusionsprozess (DE-588)4274463-5 gnd Martingal (DE-588)4126466-6 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd |
| subject_GND | (DE-588)4274463-5 (DE-588)4126466-6 (DE-588)4206283-4 |
| title | Option prices as probabilities a new look at generalized Black-Scholes formulae |
| title_auth | Option prices as probabilities a new look at generalized Black-Scholes formulae |
| title_exact_search | Option prices as probabilities a new look at generalized Black-Scholes formulae |
| title_full | Option prices as probabilities a new look at generalized Black-Scholes formulae Cristophe Profeta ; Bernard Roynette ; Marc Yor |
| title_fullStr | Option prices as probabilities a new look at generalized Black-Scholes formulae Cristophe Profeta ; Bernard Roynette ; Marc Yor |
| title_full_unstemmed | Option prices as probabilities a new look at generalized Black-Scholes formulae Cristophe Profeta ; Bernard Roynette ; Marc Yor |
| title_short | Option prices as probabilities |
| title_sort | option prices as probabilities a new look at generalized black scholes formulae |
| title_sub | a new look at generalized Black-Scholes formulae |
| topic | Mathematik Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematics Finance Quantitative Finance Diffusionsprozess (DE-588)4274463-5 gnd Martingal (DE-588)4126466-6 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd |
| topic_facet | Mathematik Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematics Finance Quantitative Finance Diffusionsprozess Martingal Black-Scholes-Modell |
| url | https://doi.org/10.1007/978-3-642-10395-7 |
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