Search Results for -- AMER&#304;KAN EDEB&#304;YATI -- 20. Y&Uuml;ZYIL -- TAR&#304;H&Ccedil;E VE ELE&#350;T&#304;RME. - Narrowed by: Yor, Marc. author. - Mathematics. SirsiDynix Enterprise https://katalog.hacettepe.edu.tr/client/en_US/default/default/qu$003d--$002bAMER$0025C4$0025B0KAN$002bEDEB$0025C4$0025B0YATI$002b--$002b20.$002bY$0025C3$00259CZYIL$002b--$002bTAR$0025C4$0025B0H$0025C3$002587E$002bVE$002bELE$0025C5$00259ET$0025C4$0025B0RME.$0026qf$003dAUTHOR$002509Author$002509Yor$00252C$002bMarc.$002bauthor.$002509Yor$00252C$002bMarc.$002bauthor.$0026qf$003dSUBJECT$002509Subject$002509Mathematics.$002509Mathematics.$0026ic$003dtrue$0026te$003dILS$0026ps$003d300$0026isd$003dtrue? 2024-09-10T01:44:43Z Local Times and Excursion Theory for Brownian Motion A Tale of Wiener and It&ocirc; Measures ent://SD_ILS/0/SD_ILS:332852 2024-09-10T01:44:43Z 2024-09-10T01:44:43Z Author&#160;Yen, Ju-Yi. author.&#160;Yor, Marc. author.&#160;SpringerLink (Online service)<br/>Preferred Shelf Number&#160;ONLINE(332852.1)<br/>Electronic Access&#160;<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:&#160;Electronic Resources<br/>Availability&#160;Online Library~1<br/> Peacocks and Associated Martingales, with Explicit Constructions ent://SD_ILS/0/SD_ILS:204548 2024-09-10T01:44:43Z 2024-09-10T01:44:43Z Author&#160;Hirsch, Francis. author.&#160;Profeta, Christophe. author.&#160;Roynette, Bernard. author.&#160;Yor, Marc. author.&#160;SpringerLink (Online service)<br/>Preferred Shelf Number&#160;ONLINE<br/>Electronic Access&#160;<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:&#160;Electronic Resources<br/>Availability&#160;Online Library~1<br/> Option Prices as Probabilities A New Look at Generalized Black-Scholes Formulae ent://SD_ILS/0/SD_ILS:191355 2024-09-10T01:44:43Z 2024-09-10T01:44:43Z Author&#160;Profeta, Cristophe. author.&#160;Roynette, Bernard. author.&#160;Yor, Marc. author.&#160;SpringerLink (Online service)<br/>Preferred Shelf Number&#160;ONLINE<br/>Electronic Access&#160;<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:&#160;Electronic Resources<br/>Availability&#160;Online Library~1<br/> Mathematical Methods for Financial Markets ent://SD_ILS/0/SD_ILS:175536 2024-09-10T01:44:43Z 2024-09-10T01:44:43Z Author&#160;Jeanblanc, Monique. author.&#160;Yor, Marc. author.&#160;Chesney, Marc. author.&#160;SpringerLink (Online service)<br/>Preferred Shelf Number&#160;ONLINE<br/>Electronic Access&#160;<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:&#160;Electronic Resources<br/>Availability&#160;Online Library~1<br/> Penalising Brownian Paths ent://SD_ILS/0/SD_ILS:189317 2024-09-10T01:44:43Z 2024-09-10T01:44:43Z Author&#160;Roynette, Bernard. author.&#160;Yor, Marc. author.&#160;SpringerLink (Online service)<br/>Preferred Shelf Number&#160;ONLINE<br/>Electronic Access&#160;<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:&#160;Electronic Resources<br/>Availability&#160;Online Library~1<br/> Aspects of Brownian Motion ent://SD_ILS/0/SD_ILS:185302 2024-09-10T01:44:43Z 2024-09-10T01:44:43Z Author&#160;Mansuy, Roger. author.&#160;Yor, Marc. author.&#160;SpringerLink (Online service)<br/>Preferred Shelf Number&#160;ONLINE<br/>Electronic Access&#160;<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:&#160;Electronic Resources<br/>Availability&#160;Online Library~1<br/> Random Times and Enlargements of Filtrations in a Brownian Setting ent://SD_ILS/0/SD_ILS:183358 2024-09-10T01:44:43Z 2024-09-10T01:44:43Z Author&#160;Mansuy, Roger. author.&#160;Yor, Marc. author.&#160;SpringerLink (Online service)<br/>Preferred Shelf Number&#160;ONLINE<br/>Electronic Access&#160;<a href="http://dx.doi.org/10.1007/11415558">http://dx.doi.org/10.1007/11415558</a><br/>Format:&#160;Electronic Resources<br/>Availability&#160;Online Library~1<br/>