Vincenzo Bronzin’s option pricing model

Vinzenzo Bronzin was a professor of mathematics at the Accademia di Commercio e Nautica in Trieste. He became famous when he pubblished in german the "theorie der pramiengeschafte", in english "theory of premium contracts". Even if at the beginning his work seems to have been forgotten shortly, every element of modern option pricing can be found in bronzin's book. He developed a simplified procedure to find analytical solutions for option prices by exploiting a key relationship between their derivatives and the underlying pricing density. The book contains two major part, the first one is more descriptive, it contains profit and loss diagrams, basic hedging conditions and relationships, meanwhile in the second part, the most interesting, he writes about his option pricing model.