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Option pricing theory
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Yor, Marc
15
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5
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5
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4
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3
Jeanblanc, Monique
3
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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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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2
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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3
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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4
Exponential functionals of Brownian motion and related processes
Yor, Marc
-
2001
Persistent link: https://www.econbiz.de/10001559455
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5
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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6
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
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7
The fine structure of asset returns : an empirical investigation
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
The journal of business : B
75
(
2002
)
2
,
pp. 305-332
Persistent link: https://www.econbiz.de/10001682409
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8
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/10003919904
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9
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:
10
Mathematical methods for financial markets
Jeanblanc, Monique
;
Yor, Marc
;
Chesney, Marc
-
2009
Persistent link: https://www.econbiz.de/10003777520
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