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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
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2
Pricing options on realized variance
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 453-475
Persistent link: https://www.econbiz.de/10003123173
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3
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
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4
A clarification note about hitting times densities for Ornstein-Uhlenbeck processes
Göing-Jaeschke, Anja
;
Yor, Marc
- In:
Finance and stochastics
7
(
2003
)
3
,
pp. 413-415
Persistent link: https://www.econbiz.de/10001772723
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5
Comments on the life and mathematical lagacy of Wolfgang Doeblin
Bru, Bernard
;
Yor, Marc
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 3-47
Persistent link: https://www.econbiz.de/10001643743
Saved in:
6
Valuation of default-sensitive claims under imperfect information
Coculescu, Delia
;
Geman, Hélyette
;
Jeanblanc, Monique
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10003716260
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7
Pricing options on realized variance
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 453-476
Persistent link: https://www.econbiz.de/10008214154
Saved in:
8
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/10008216498
Saved in:
9
A clarification note about hitting times densities for Ornstein-Uhlenbeck processes
Göing-Jaeschke, Anja
;
Yor, Marc
- In:
Finance and stochastics
7
(
2003
)
3
,
pp. 413
Persistent link: https://www.econbiz.de/10008215738
Saved in:
10
Comments on the life and mathematical legacy of Wolfgang Doeblin
Bru, Bernard
;
Yor, Marc
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 3-48
Persistent link: https://www.econbiz.de/10008216500
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