The following pages link to Marc Yor (Q180924):
Displaying 50 items.
- (Q4197826) (← links)
- (Q4197827) (← links)
- (Q4213424) (← links)
- (Q4213426) (← links)
- (Q4213427) (← links)
- (Q4213429) (← links)
- (Q4213430) (← links)
- Exponential functionals of Brownian motion and disordered systems (Q4215674) (← links)
- On a formula of Takács for Brownian motion with drift (Q4215675) (← links)
- (Q4218372) (← links)
- (Q4220133) (← links)
- (Q4220134) (← links)
- (Q4226355) (← links)
- PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH (Q4226870) (← links)
- Ranked functionals of Brownian excursions (Q4229976) (← links)
- (Q4246909) (← links)
- Rates of convergence of diffusions with drifted Brownian potentials (Q4257567) (← links)
- A version of Pitman's 2M — X theorem for geometric Brownian motions (Q4260077) (← links)
- (Q4279446) (← links)
- (Q4279452) (← links)
- (Q4279453) (← links)
- (Q4279454) (← links)
- (Q4279771) (← links)
- Inequalities for Non-Moderate Functions of a Pair of Stochastic Processes (Q4287040) (← links)
- (Q4303982) (← links)
- Brownian Excursions and Parisian Barrier Options (Q4339345) (← links)
- On an Identity in Law for the Variance of the Brownian Bridge (Q4342109) (← links)
- (Q4349232) (← links)
- (Q4349249) (← links)
- (Q4349250) (← links)
- (Q4349251) (← links)
- On Some Exponential‐Integral Functionals of Bessel Processes (Q4372012) (← links)
- BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES (Q4372019) (← links)
- Two chain-transformations and their applications to quantiles (Q4376510) (← links)
- (Q4395529) (← links)
- (Q4395532) (← links)
- (Q4395533) (← links)
- (Q4395534) (← links)
- On Dufresne's relation between the probability laws of exponential functionals of Brownian motions with different drifts (Q4405826) (← links)
- (Q4416739) (← links)
- PASSPORT OPTIONS (Q4419297) (← links)
- A solution to Skorokhod's embedding for linear Brownian motion and its local time (Q4431326) (← links)
- (Q4432892) (← links)
- Infinitely Divisible Laws Associated with Hyperbolic Functions (Q4435706) (← links)
- Limit Behavior of the "Horizontal-Vertical" Random Walk and Some Extensions of the Donsker-Prokhorov Invariance Principle (Q4442921) (← links)
- The joint law of the last zeros of Brownian motion and of its Lévy transform (Q4494992) (← links)
- (Q4501626) (← links)
- An analogue of Pitman’s 2<i>M – X</i> theorem for exponential Wiener functionals: Part I: A time-inversion approach (Q4519049) (← links)
- (Q4524301) (← links)
- (Q4524565) (← links)