Option Prices as Probabilities A New Look at Generalized Black-Scholes Formulae /

by Profeta, Christophe., Profeta, Christophe., Roynette, Bernard., Yor, Marc.
Published 2010

Peacocks and Associated Martingales, with Explicit Constructions

by Hirsch, Francis., Hirsch, Francis., Profeta, Christophe., Roynette, Bernard., Yor, Marc.
Published 2011