E-LIB Suche - Ergebnisse für: YOR, Marc

1

On peacocks and lyrebirds: Australian options, Brownian bri..:

Ewald, Christian‐Oliver ; Yor, Marc
Mathematical Finance. 28 (2017) 2 - p. 536-549 , 2017

Link: https://doi.org/10.1111/..

2

UNIFYING THE DYNKIN AND LEBESGUE-STIELTJES FORMULAE:

KELLA, OFFER ; YOR, MARC
Journal of Applied Probability. 54 (2017) 1 - p. 252-266 , 2017

Link: https://www.jstor.org/st..

3

Unifying the Dynkin and Lebesgue–Stieltjes formulae:

Kella, Offer ; Yor, Marc
Journal of Applied Probability. 54 (2017) 1 - p. 252-266 , 2017

Link: https://doi.org/10.1017/..

4

Random scaling and sampling of Brownian motion:

ROSENBAUM, Mathieu ; YOR, Marc
Journal of the Mathematical Society of Japan. 67 (2015) 4 - p. , 2015

Link: https://doi.org/10.2969/..

5

Integral Representations of Certain Measures in the One-Dim..:

, In: Lecture Notes in Mathematics; In Memoriam Marc Yor - Séminaire de Probabilités XLVII,

Salminen, Paavo ; Yen, Ju-Yi ; Yor, Marc - p. 1-15 , 2015

Link: https://doi.org/10.1007/..

6

On increasing risk, inequality and poverty measures: Peacoc..:

Ewald, Christian-Oliver ; Yor, Marc
Journal of Economic Dynamics and Control. 59 (2015) - p. 22-36 , 2015

Link: https://doi.org/10.1016/..

7

Local times for functions with finite variation: two versio..:

Bertoin, Jean ; Yor, Marc
Bulletin of the London Mathematical Society. 46 (2014) 3 - p. 553-560 , 2014

Link: https://doi.org/10.1112/..

8

On the Law of a Triplet Associated with the Pseudo-Brownian..:

, In: Lecture Notes in Mathematics; Séminaire de Probabilités XLVI,

Rosenbaum, Mathieu ; Yor, Marc - p. 359-375 , 2014

Link: https://doi.org/10.1007/..

9

On the one-sided maximum of Brownian and random walk fragme..:

Fujita, Takahiko ; Kawanishi, Yasuhiro ; Yor, Marc
Pacific Journal of Mathematics for Industry. 6 (2014) 1 - p. , 2014

Link: https://doi.org/10.1186/..

10

How to make Dupire's local volatility work with jumps:

Friz, Peter K. ; Gerhold, Stefan ; Yor, Marc
Quantitative Finance. 14 (2014) 8 - p. 1327-1331 , 2014

Link: https://doi.org/10.1080/..

11

Bid and ask prices as non-linear continuous time G-expectat..:

Eberlein, Ernst ; Madan, Dilip B. ; Pistorius, Martijn.
Mathematics and Financial Economics. 8 (2014) 3 - p. 265-289 , 2014

Link: https://doi.org/10.1007/..

12

A Simple Stochastic Rate Model for Rate Equity Hybrid Produ..:

Eberlein, Ernst ; Madan, Dilip ; Pistorius, Martijn.
Applied Mathematical Finance. 20 (2013) 5 - p. 461-488 , 2013

Link: https://doi.org/10.1080/..

13

On the Mellin transforms of the perpetuity and the remainde..:

HIRSCH, FRANCIS ; YOR, MARC
Bernoulli. 19 (2013) 4 - p. 1350-1377 , 2013

Link: http://dx.doi.org/10.315..

14

Integrability properties and limit theorems for the exit ti..:

VAKEROUDIS, STAVROS ; YOR, MARC
Bernoulli. 19 (2013) 5A - p. 2000-2009 , 2013

Link: http://dx.doi.org/10.315..

15

Two price economies in continuous time:

Eberlein, Ernst ; Madan, Dilip ; Pistorius, Martijn..
Annals of Finance. 10 (2013) 1 - p. 71-100 , 2013

Link: https://doi.org/10.1007/..