Option Prices as Probabilities
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Published By Springer Berlin Heidelberg

9783642103940, 9783642103957
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Existence of Pseudo-Inverses for Diffusions

2010 ◽  
pp. 203-237
Author(s):  
Christophe Profeta ◽  
Bernard Roynette ◽  
Marc Yor

scholarly journals Existence and Properties of Pseudo-Inverses for Bessel and Related Processes

2010 ◽  
pp. 161-201
Author(s):  
Christophe Profeta ◽  
Bernard Roynette ◽  
Marc Yor

scholarly journals An Interesting Family of Black-Scholes Perpetuities

2010 ◽  
pp. 89-113
Author(s):  
Christophe Profeta ◽  
Bernard Roynette ◽  
Marc Yor
Keyword(s):  
Black Scholes ◽  
Interesting Family

Study of Last Passage Times up to a Finite Horizon

2010 ◽  
pp. 115-141
Author(s):  
Christophe Profeta ◽  
Bernard Roynette ◽  
Marc Yor
Keyword(s):  
Finite Horizon ◽  
Last Passage Times ◽  
Passage Times

Representation of some particular Azéma supermartingales

2010 ◽  
pp. 65-87
Author(s):  
Christophe Profeta ◽  
Bernard Roynette ◽  
Marc Yor
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