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The Φ-Martingale
Vrins, Frédéric; Jeanblanc, Monique - 2015
Persistent link: https://www.econbiz.de/10011289955
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Piecewise constant martingales and lazy clocks
Profeta, Christophe; Vrins, Frédéric - 2017
Persistent link: https://www.econbiz.de/10011991707
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SDEs with uniform distributions : peacocks, conic martingales and mean reverting uniform diffusions
Brigo, Damiano; Jeanblanc, Monique; Vrins, Frédéric - 2016 - This version: December 9, 2016
Persistent link: https://www.econbiz.de/10011894452
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Conic martingales from stochastic integrals
Jeanblanc, Monique; Vrins, Frédéric - In: Mathematical finance : an international journal of … 28 (2018) 2, pp. 516-535
Persistent link: https://www.econbiz.de/10012166968