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~subject:"Option pricing theory"
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Option pricing theory
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17
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16
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6
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English
16
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Yor, Marc
16
Madan, Dilip B.
6
Geman, Hélyette
5
Chesney, Marc
3
Jeanblanc, Monique
3
Carr, Peter
2
Roynette, Bernard
2
Ewald, Christian-Oliver
1
Gobet, Émmanuel
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Göing-Jaeschke, Anja
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Chambre de commerce et d'industrie de Paris
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Mathematical finance : an international journal of mathematics, statistics and financial theory
5
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2
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1
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1
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1
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1
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ECONIS (ZBW)
16
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16
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1
On peacocks and lyrebirds : Australian options, Brownian bridges, and the average of submartingales
Ewald, Christian-Oliver
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 536-549
Persistent link: https://www.econbiz.de/10011969088
Saved in:
2
On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 296-328
Persistent link: https://www.econbiz.de/10011577146
Saved in:
3
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
Saved in:
4
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:
5
Mathematical methods for financial markets
Jeanblanc, Monique
;
Yor, Marc
;
Chesney, Marc
-
2009
Persistent link: https://www.econbiz.de/10003777520
Saved in:
6
Put option prices as joint distribution functions in strike and maturity : the black-scholes case
Madan, Dilip B.
;
Roynette, Bernard
;
Yor, Marc
- In:
International journal of theoretical and applied finance
12
(
2009
)
8
,
pp. 1075-1090
Persistent link: https://www.econbiz.de/10003946566
Saved in:
7
Representing the CGMY and Meixner Lévy processes as time changed Brownian motions
Madan, Dilip B.
;
Yor, Marc
- In:
The journal of computational finance
12
(
2008
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10009534636
Saved in:
8
Mathematics and Finance
Gobet, Émmanuel
;
Pagés, Gilles
;
Yor, Marc
- In:
Aspects of mathematical finance
,
(pp. 63-76)
.
2008
Persistent link: https://www.econbiz.de/10003653411
Saved in:
9
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
Saved in:
10
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
Saved in:
1
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