Option Prices as Probabilities

1. Reading the Black-Scholes Formula in Terms of First and Last Passage Times
Christophe Profeta, Bernard Roynette, Marc Yor

2. Generalized Black-Scholes Formulae for Martingales, in Terms of Last Passage Times
Christophe Profeta, Bernard Roynette, Marc Yor

3. Representation of some particular Azéma supermartingales
Christophe Profeta, Bernard Roynette, Marc Yor

4. An Interesting Family of Black-Scholes Perpetuities
Christophe Profeta, Bernard Roynette, Marc Yor

5. Study of Last Passage Times up to a Finite Horizon
Christophe Profeta, Bernard Roynette, Marc Yor

6. Put Option as Joint Distribution Function in Strike and Maturity
Christophe Profeta, Bernard Roynette, Marc Yor

7. Existence and Properties of Pseudo-Inverses for Bessel and Related Processes
Christophe Profeta, Bernard Roynette, Marc Yor

8. Existence of Pseudo-Inverses for Diffusions
Christophe Profeta, Bernard Roynette, Marc Yor

Avainsanat: Mathematics, Probability Theory and Stochastic Processes, Quantitative Finance