//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Yor, Marc"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Brownian bridge"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
9
Stochastischer Prozess
9
Option pricing theory
6
Optionspreistheorie
6
Theorie
5
Theory
5
Volatility
2
Volatilität
2
Asian options
1
Brownian bridges
1
Börsenkurs
1
CAPM
1
Capital income
1
Decomposition method
1
Dekompositionsverfahren
1
Discounted variance gamma
1
Financial market
1
Finanzmarkt
1
Finanzmathematik
1
Inhomogeneous loss process
1
Kapitaleinkommen
1
Law invariant risk measures
1
Martingal
1
Martingale
1
Mathematical finance
1
Measure distortions
1
Measurement
1
Messung
1
Option trading
1
Optionsgeschäft
1
Risikomaß
1
Risk measure
1
Share price
1
abnormal earnings
1
convex order
1
discounting process
1
generalized gamma convolution
1
martingale limits
1
random fields
1
stochastic processes
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Yor, Marc
Escudero, Laureano F.
39
McAleer, Michael
30
Escobar, Marcos
29
Fabozzi, Frank J.
26
Phillips, Peter C. B.
26
Siu, Tak Kuen
26
Benth, Fred Espen
25
Gendreau, Michel
25
Carr, Peter
24
Elliott, Robert J.
24
Hainaut, Donatien
23
Asai, Manabu
22
Madan, Dilip B.
22
Račev, Svetlozar T.
22
Wallace, Stein W.
22
Wong, Wing Keung
21
Cui, Zhenyu
20
Wong, Hoi Ying
20
Yu, Jun
20
Maggioni, Francesca
19
Todorov, Viktor
19
Tsionas, Efthymios G.
19
Chiarella, Carl
18
Shapiro, Alexander
18
Tauchen, George Eugene
18
Rossi, Roberto
17
Takahashi, Akihiko
16
Wang, Xingchun
16
Bayraktar, Erhan
15
Chan, Joshua
15
Eberlein, Ernst
15
Pichler, Alois
15
Post, Thierry
15
Tarim, S. Armagan
15
Chang, Hsu-Ling
14
Grasselli, Martino
14
Jeanblanc, Monique
14
Sen, Suvrajeet
14
Shen, Yang
14
Su, Chi-Wei
14
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Finance and stochastics
2
Finance : revue de l'Association Française de Finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics and financial economics
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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
Saved in:
2
On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 296-328
Persistent link: https://www.econbiz.de/10011577146
Saved in:
3
Bid and ask prices as non-linear continuous time G-expectations based on distortions
Eberlein, Ernst
;
Madan, Dilip B.
;
Pistorius, Martijn
; …
- In:
Mathematics and financial economics
8
(
2014
)
3
,
pp. 265-289
Persistent link: https://www.econbiz.de/10010365556
Saved in:
4
Mathematical methods for financial markets
Jeanblanc, Monique
;
Yor, Marc
;
Chesney, Marc
- In:
Finance : revue de l'Association Française de Finance
31
(
2010
)
1
,
pp. 81-85
Persistent link: https://www.econbiz.de/10008660582
Saved in:
5
Representing the CGMY and Meixner Lévy processes as time changed Brownian motions
Madan, Dilip B.
;
Yor, Marc
- In:
The journal of computational finance
12
(
2008
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10009534636
Saved in:
6
Self-decomposability and option pricing
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10003543101
Saved in:
7
Stochastic volatility, jumps and hidden time changes
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 63-90
Persistent link: https://www.econbiz.de/10001643753
Saved in:
8
Time changes for Lévy processes
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
11
(
2001
)
1
,
pp. 79-96
Persistent link: https://www.econbiz.de/10001650919
Saved in:
9
Lévy processes in finance : a remedy to the non-stationarity of continuous martingales
Leblanc, Boris
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 399-408
Persistent link: https://www.econbiz.de/10001247134
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->