Raamatud Marc Yor
Continuous Martingales and Brownian Motion
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Exponential Functionals of Brownian Motion and Related Processes
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Mathematical Methods for Financial Markets
Marc Yor, Monique Jeanblanc, Marc Chesney
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Random Times and Enlargements of Filtrations in a Brownian Setting
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Some Aspects of Brownian Motion: Part II: Some Recent Martingale Problems
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Option Prices as Probabilities: A New Look at Generalized Black-Scholes Formulae
Bernard Roynette, Marc Yor, Christophe Profeta
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Continuous Martingales and Brownian Motion
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Peacocks and Associated Martingales, with Explicit Constructions
Francis Hirsch, Marc Yor, Bernard Roynette, Christophe Profeta
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Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, Via Conditioning. Loic Chaumont, Marc Yor
Marc Yor, L. Chaumont, Lo C. Chaumont
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Mathematical Methods for Financial Markets
Marc Yor, Monique Jeanblanc, Marc Chesney
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Peacocks and Associated Martingales, with Explicit Constructions
Francis Hirsch, Marc Yor, Bernard Roynette, Christophe Profeta
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Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener and Itô Measures
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Séminaire de Probabilités XXXVIII
Michel Émery, Michel Ledoux, Marc Yor
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