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~isPartOf:"Finance and stochastics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Leblanc, Boris"
~type_genre:"Aufsatz in Zeitschrift"
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Leblanc, Boris
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Finance and stochastics
The journal of derivatives : the official publication of the International Association of Financial Engineers
Advances in futures and options research : a research annual
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Path dependent options on yields in the affine term structure model
Leblanc, Boris
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 349-367
Persistent link: https://www.econbiz.de/10001246924
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2
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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3
A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary
Leblanc, Boris
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 109-111
Persistent link: https://www.econbiz.de/10001486629
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