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1
by Profeta, Christophe, Roynette, Bernard, Yor, Marc
Published 2010
Springer Berlin Heidelberg
Table of Contents: ... Times up to a Finite Horizon -- Put Option as Joint Distribution Function in Strike and Maturity...

2
by Jeanblanc, Monique, Yor, Marc, Chesney, Marc
Published 2009
Springer London
..., contingent claims, option pricing and default risk with the mathematical theory of Brownian motion, diffusion...

3
by Yor, Marc
Published 2001
Springer Berlin Heidelberg
Table of Contents: ... Processes, Asian Options and Confluent Hypergeometric Functions C.R. Acad. Sci., Paris, Sér. I 314 (1992...