The following pages link to Marc Yor (Q180924):
Displaying 50 items.
- On the Law of a Triplet Associated with the Pseudo-Brownian Bridge (Q4568494) (← links)
- A Simple Stochastic Rate Model for Rate Equity Hybrid Products (Q4584998) (← links)
- Grossissements de filtrations : grossissements initiaux et progressifs (Q4606389) (← links)
- From local volatility to local Lévy models (Q4610266) (← links)
- On peacocks and lyrebirds: Australian options, Brownian bridges, and the average of submartingales (Q4642731) (← links)
- Selfdecomposable Laws Associated with Hyperbolic Functins (Q4659668) (← links)
- A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options (Q4660529) (← links)
- (Q4662396) (← links)
- (Q4663402) (← links)
- (Q4663799) (← links)
- (Q4663800) (← links)
- Unifying the Dynkin and Lebesgue–Stieltjes formulae (Q4684851) (← links)
- (Q4693741) (← links)
- Beta Variables as Times Spent in [0, ∞[ By Certain Perturbed Brownian Motions (Q4716656) (← links)
- (Q4727959) (← links)
- (Q4766372) (← links)
- Stochastic Volatility for Lévy Processes (Q4812839) (← links)
- Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals (Q4819432) (← links)
- Exercises in Probability (Q4821336) (← links)
- On the Problem of Stochastic Integral Representations of Functionals of the Brownian Motion. I (Q4830854) (← links)
- Sur les fonctionnelles exponentielles de certains processus de lévy (Q4840926) (← links)
- The distribution of Brownian quantiles (Q4842816) (← links)
- (Q4848520) (← links)
- Symmetric stable processes, fubinfs theorem, and some extensions of the ciesielski-taylor identities in law (Q4853900) (← links)
- (Q4892163) (← links)
- (Q4892167) (← links)
- (Q4896013) (← links)
- (Q4952336) (← links)
- (Q4981684) (← links)
- How to make Dupire’s local volatility work with jumps (Q5245895) (← links)
- On Two Results of P. Deheuvels (Q5258897) (← links)
- Some Topics in Probability Theory (Q5258898) (← links)
- On a Flow of Transformations of a Wiener Space (Q5261210) (← links)
- Kellerer’s Theorem Revisited (Q5272955) (← links)
- (Q5287433) (← links)
- (Q5292402) (← links)
- The Life and Scientific Work of Paul André Meyer (August 21st, 1934 - January 30th, 2003) “Un modèle pour nous tous” (Q5294252) (← links)
- (Q5294261) (← links)
- (Q5294268) (← links)
- (Q5294269) (← links)
- Penalizing a BES ( d ) process (0 < d < 2) with a function of its local time, V (Q5301987) (← links)
- (Q5326931) (← links)
- Sur l’œuvre de Paul Lévy (Q5408497) (← links)
- Local times for functions with finite variation: two versions of Stieltjes change-of-variables formula (Q5419242) (← links)
- (Q5420977) (← links)
- (Q5420978) (← links)
- Tanaka Formula for Symmetric Lévy Processes (Q5423757) (← links)
- (Q5493562) (← links)
- (Q5506182) (← links)
- (Q5506183) (← links)
