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Stochastic time changes in catastrophe option pricing
Geman, H.; Yor, M. - In: Insurance / Mathematics & economics 21 (1997) 3, pp. 185-194
Persistent link: https://www.econbiz.de/10006921510
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On Models of Default Risk
Elliott, R.J.; Jeanblanc, M.; Yor, M. - In: Mathematical finance : an international journal of … 10 (2000) 2, pp. 179-196
Persistent link: https://www.econbiz.de/10008217833
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From planar Brownian windings to Asian options
Yor, M. - In: Insurance / Mathematics & economics 13 (1993) 1, pp. 23-34
Persistent link: https://www.econbiz.de/10006952828
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Spanning and derivative-security valuation
Bakshi, G.; Madan, D. - In: Journal of financial economics 55 (2000) 2, pp. 205-238
Persistent link: https://www.econbiz.de/10006517008
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Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
Bakshi, G.; Kapadia, N.; Madan, D. - In: The review of financial studies 16 (2003) 1, pp. 101-144
Persistent link: https://www.econbiz.de/10007034627