From Black-Scholes and Dupire formulae to last passage times of local martingales. Part A : The infinite time horizon

These notes are the first half of the contents of the course given by the second author at the Bachelier Seminar (February 8-15-22 2008) at IHP. They also correspond to topics studied by the first author for her Ph.D.thesis.

MoreLess

Year of publication:	2008-06
Authors:	Bentata, Amel ; Yor, Marc
Institutions:	arXiv.org

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

More details

Extent:	application/pdf
Series:	Papers.
Type of publication:	Book / Working Paper
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005099226