Option prices as probabilities a new look at generalized Black-Scholes formulae - Profeta, Cristophe; Yor, Marc.; Roynette, Bernard; SpringerLink (Online service) (Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2010)
Keywords: Options (Finance) -- Prices -- Mathematics; Distribution (Probability theory); Probability Theory and Stochastic Processes; Quantitative Finance