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Yor, Marc,
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1
Aspects of mathematical finance
Published: Springer, 2008
Description: 1 online resource (vii, 80 pages : illustrations.
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2
Penalising Brownian paths
by
Roynette, Bernard.
Published: Springer, 2009
Description: 1 online resource (xii, 275 pages) : illustrations.
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3
Local times and excursion theory for Brownian motion : a tale of wiener and itô measures
by
Yen, Ju-Yi.
Published: Springer, 2013
Description: 1 online resource (ix, 135 pages) : illustrations.
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4
Aspects of Brownian motion
by
Mansuy, Roger.
Published: Springer, 2007
Description: 1 online resource.
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5
Random times and enlargements of filtrations in a Brownian setting
by
Mansuy, Roger.
Published: Springer, 2006
Description: 1 online resource (xiii, 158 pages) : illustrations.
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6
Option prices as probabilities : a new look at generalized Black-Scholes formulae
by
Profeta, Christophe.
Published: Springer, 2010
Description: 1 online resource (xxi, 270 pages) : illustrations.
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7
Mathematical methods for financial markets
by
Jeanblanc-Picqué, Monique, 1947-
Published: Springer, 2009
Description: 1 online resource.
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8
In memoriam Paul-Andre Meyer : Séminaire de probabilités XXXIX
Published: Springer, 2006
Description: 1 online resource (417 pages : illustrations.
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9
Séminaire de probabilités XXXVIII
Published: Springer, 2005
Description: 1 online resource (ix, 392 pages).
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10
In memoriam Marc Yor -- Séminaire de Probabilités XLVII
Published: Springer, 2015
Description: 1 online resource (l, 619 pages) : illustrations (some color).
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Related Subjects
Brownian motion processes
Stochastic processes
Distribution (Probability theory)
Finance Mathematical models
Business mathematics
Filters (Mathematics)
Finance
Investments Mathematics
Local times (Stochastic processes)
Lévy processes
Martingales (Mathematics)
Mathematical statistics
Mathematics
Options (Finance) Prices Mathematics
Probabilities
Random walks (Mathematics)
Stochastic analysis
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