TY  - BOOK
AU  - Profeta, Christophe
AU  - Roynette, Bernard
AU  - Yor, Marc
TI  - Option prices as probabilities: a new look at generalized Black-Scholes formulae
SN  - 9783642103940
U1  - 519.2 
PY  - 2010///
CY  - London
PB  - Springer
KW  - Distribution (Probability theory)
KW  - Mathematics
N1  - Reading the Black-Scholes formula in terms of first and last passage times --
Generalized Black-Scholes formulae for martingales, in terms of last passage time --
--
An interesting family of Black-Scholes perpetuities --
Study of last passage times up to a finite horizon --
Put option as joint distribution function in strike and maturity --
Existence and properties of pseudo-inverses for Bessel and related processes --
Existence of pseudo-inverses for diffusions --
A. Complements --
B. Bessel Functions and Bessel Processes
ER  -