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~person:"Yor, Marc"
~subject:"Brownian bridges"
~subject:"Insiderhandel"
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Brownian bridges
Insiderhandel
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Yor, Marc
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
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On peacocks and lyrebirds : Australian options, Brownian bridges, and the average of submartingales
Ewald, Christian-Oliver
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 536-549
Persistent link: https://www.econbiz.de/10011969088
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2
Canonical decomposition of linear transformations of two independent Brownian motions
Föllmer, Hans
;
Wu, Ching-Tang
;
Yor, Marc
-
1998
Persistent link: https://www.econbiz.de/10000993120
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