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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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Exponential functionals of Brownian motion and related processes
Yor, Marc - 2001
Persistent link: https://www.econbiz.de/10001559455
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On weak Brownian motions of arbitrary order
Föllmer, Hans; Wu, Ching-Tang; Yor, Marc - 1999
Persistent link: https://www.econbiz.de/10001470757
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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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Brownian excursions and Parisian barrier options
Chesney, Marc; Jeanblanc, Monique; Yor, Marc - 1996
Persistent link: https://www.econbiz.de/10000930703
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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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Bessel processes, Asian options, and perpetuities
Geman, Hélyette - In: Mathematical finance : an international journal of … 3 (1993) 4, pp. 349-375
Persistent link: https://www.econbiz.de/10001185120
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Pricing and hedging double-barrier options : a probabilistic approach
Geman, Hélyette - In: Mathematical finance : an international journal of … 6 (1996) 4, pp. 365-378
Persistent link: https://www.econbiz.de/10001208935
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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
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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