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Continuous martingales and Brownian motion
Revuz, Daniel; Yor, Marc - 1991
Persistent link: https://www.econbiz.de/10009587553
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Mathematical methods for financial markets
Jeanblanc, Monique; Yor, Marc; Chesney, Marc - 2009
Persistent link: https://www.econbiz.de/10004946341
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Option prices as probabilities : a new look at generalized Black Scholes formulae
Profeta, Christophe; Roynette, Bernard; Yor, Marc - 2010
Persistent link: https://www.econbiz.de/10004953253
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Commodities and commodity derivatives : modelling and pricing for agriculturals, metals, and energy
Geman, Hélyette - 2005
Persistent link: https://www.econbiz.de/10004825423
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Risk management in commodity markets : from shipping to agriculturals and energy
Geman, Hélyette (contributor) - 2008
Persistent link: https://www.econbiz.de/10004920847
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Insurance and weather derivatives : from exotic options to exotic underlyings
Geman, Hélyette (contributor) - 1999
Persistent link: https://www.econbiz.de/10004010319
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Alternative characterizations of American put options
Carr, Peter; Jarrow, Robert A.; Myneni, Ravi - 1992
Persistent link: https://www.econbiz.de/10004145849
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Valuing bond futures and the quality option
Carr, Peter - 1988
Persistent link: https://www.econbiz.de/10004145850