Книги автора «Marc Yor»

On Exponential Functionals of Brownian Motion and Related Processes (Marc Yor)

Option Prices as Probabilities: A New Look at Generalized Black-Scholes Formulae (Springer Finance) (Marc Yor,Cristophe Profeta,Bernard Roynette)

Mathematical Methods for Financial Markets (Springer Finance) (Marc Yor,Monique Jeanblanc,Marc Chesney)

Some Aspects of Brownian Motion. Part II: Some Recent Martingale Problems (Marc Yor)