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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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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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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
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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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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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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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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
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A simple stochastic rate model for rate equity hybrid products
Eberlein, Ernst; Madan, Dilip B.; Pistorius, Martijn; … - In: Applied mathematical finance 20 (2013) 5/6, pp. 461-488
Persistent link: https://www.econbiz.de/10010235587