Search Results for - Narrowed by: SpringerLink (Online service) - Yor, Marc. author. - Electronic Library - Distribution (Probability theory).
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2024-08-24T20:30:14Z
Local Times and Excursion Theory for Brownian Motion A Tale of Wiener and Itô Measures
ent://SD_ILS/0/SD_ILS:332852
2024-08-24T20:30:14Z
2024-08-24T20:30:14Z
Author Yen, Ju-Yi. author. Yor, Marc. author. SpringerLink (Online service)<br/>Preferred Shelf Number ONLINE(332852.1)<br/>Electronic Access <a href="http://dx.doi.org/10.1007/978-3-319-01270-4">http://dx.doi.org/10.1007/978-3-319-01270-4</a><br/>Format: Electronic Resources<br/>Availability Online Library~1<br/>
Peacocks and Associated Martingales, with Explicit Constructions
ent://SD_ILS/0/SD_ILS:204548
2024-08-24T20:30:14Z
2024-08-24T20:30:14Z
Author Hirsch, Francis. author. Profeta, Christophe. author. Roynette, Bernard. author. Yor, Marc. author. SpringerLink (Online service)<br/>Preferred Shelf Number ONLINE<br/>Electronic Access <a href="http://dx.doi.org/10.1007/978-88-470-1908-9">http://dx.doi.org/10.1007/978-88-470-1908-9</a><br/>Format: Electronic Resources<br/>Availability Online Library~1<br/>
Option Prices as Probabilities A New Look at Generalized Black-Scholes Formulae
ent://SD_ILS/0/SD_ILS:191355
2024-08-24T20:30:14Z
2024-08-24T20:30:14Z
Author Profeta, Cristophe. author. Roynette, Bernard. author. Yor, Marc. author. SpringerLink (Online service)<br/>Preferred Shelf Number ONLINE<br/>Electronic Access <a href="http://dx.doi.org/10.1007/978-3-642-10395-7">http://dx.doi.org/10.1007/978-3-642-10395-7</a><br/>Format: Electronic Resources<br/>Availability Online Library~1<br/>
Penalising Brownian Paths
ent://SD_ILS/0/SD_ILS:189317
2024-08-24T20:30:14Z
2024-08-24T20:30:14Z
Author Roynette, Bernard. author. Yor, Marc. author. SpringerLink (Online service)<br/>Preferred Shelf Number ONLINE<br/>Electronic Access <a href="http://dx.doi.org/10.1007/978-3-540-89699-9">http://dx.doi.org/10.1007/978-3-540-89699-9</a><br/>Format: Electronic Resources<br/>Availability Online Library~1<br/>
Mathematical Methods for Financial Markets
ent://SD_ILS/0/SD_ILS:175536
2024-08-24T20:30:14Z
2024-08-24T20:30:14Z
Author Jeanblanc, Monique. author. Yor, Marc. author. Chesney, Marc. author. SpringerLink (Online service)<br/>Preferred Shelf Number ONLINE<br/>Electronic Access <a href="http://dx.doi.org/10.1007/978-1-84628-737-4">http://dx.doi.org/10.1007/978-1-84628-737-4</a><br/>Format: Electronic Resources<br/>Availability Online Library~1<br/>
Aspects of Brownian Motion
ent://SD_ILS/0/SD_ILS:185302
2024-08-24T20:30:14Z
2024-08-24T20:30:14Z
Author Mansuy, Roger. author. Yor, Marc. author. SpringerLink (Online service)<br/>Preferred Shelf Number ONLINE<br/>Electronic Access <a href="http://dx.doi.org/10.1007/978-3-540-49966-4">http://dx.doi.org/10.1007/978-3-540-49966-4</a><br/>Format: Electronic Resources<br/>Availability Online Library~1<br/>
Random Times and Enlargements of Filtrations in a Brownian Setting
ent://SD_ILS/0/SD_ILS:183358
2024-08-24T20:30:14Z
2024-08-24T20:30:14Z
Author Mansuy, Roger. author. Yor, Marc. author. SpringerLink (Online service)<br/>Preferred Shelf Number ONLINE<br/>Electronic Access <a href="http://dx.doi.org/10.1007/11415558">http://dx.doi.org/10.1007/11415558</a><br/>Format: Electronic Resources<br/>Availability Online Library~1<br/>