Obituary: Marc Yor (24 July 1949 -- 9 July 2014). A beautiful mind has disappeared
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Publication:402396
DOI10.1016/j.spa.2014.02.006zbMath1294.01043OpenAlexW2003517329MaRDI QIDQ402396
Monique Jeanblanc-Picqué, Hélyette Geman
Publication date: 28 August 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2014.02.006
Cites Work
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- BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
- Exponential functionals of Brownian motion and related processes
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