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Incoming Resources
- Option prices as probabilities, a new look at generalized Black-Scholes formulae, Cristophe Profeta, Bernard Roynette, Marc Yor
- A global view of Brownian penalisations, J. Najundel, B. Roynette and M. Yor
- Mathematical methods for financial markets, Monique Jeanblanc, Marc Yor, Marc Chesney
- Exercises in probability, a guided tour from measure theory to random processes, via conditioning, Loïc Chaumont, Marc Yor
- Aspects of mathematical finance, Marc Yor, editor
- Continuous martingales and Brownian motion, Daniel Revuz, Marc Yor