Option prices as probabilities

M. Yor; D. Madan; Bernard Roynette

hal-00292135, version 1

Option prices as probabilities

M. Yor ¹, D. Madan, Bernard Roynette ^2, 3

Finance Research Letters 5, 2 (2008) 79-87

1: Laboratoire de Probabilités et Modèles Aléatoires (LPMA)
CNRS : UMR7599 – Université Pierre et Marie Curie [UPMC] - Paris VI – Université Paris VII - Paris Diderot
2: Institut Elie Cartan Nancy (IECN)
CNRS : UMR7502 – INRIA – Université Henri Poincaré - Nancy I – Université Nancy II – Institut National Polytechnique de Lorraine (INPL)
3: TOSCA (INRIA Sophia Antipolis / INRIA Lorraine / IECN)
INRIA – CNRS : UMR7502 – Université Henri Poincaré - Nancy I – Université Nancy II – Institut National Polytechnique de Lorraine (INPL)

hal-00292135, version 1
http://hal.archives-ouvertes.fr/hal-00292135
oai:hal.archives-ouvertes.fr:hal-00292135
From: Philippe Macé <>
Submitted on: Monday, 30 June 2008 15:12:29
Updated on: Friday, 8 July 2011 15:17:55

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