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#1

Penalising Brownian paths

Roynette B., Yor M.

Категория: M_Mathematics, Mln_Lecture notes

2.65 Mb

#2

Peacocks and Associated Martingales, with Explicit Constructions

Francis Hirsch, Christophe Profeta, Bernard Roynette, Marc Yor

2.41 Mb

#3

Peacocks and Associated Martingales, with Explicit Constructions

Francis Hirsch, Christophe Profeta, Bernard Roynette, Marc Yor

Категория: M_Mathematics, MV_Probability, MVspa_Stochastic processes

2.14 Mb

#4

Marches Aleatoires sur les Groupes de Lie

Yves Guivarc'h, Michael Keane, Bernard Roynette

2.14 Mb

#5

Ecole d'Ete de Probabilites de Saint-Flour VII. 1977

D. Dacunha-Castelle, H. Heyer, B. Roynette, P. L. Hennequin

Категория: Lecture notes

1.55 Mb

#6

Marches Aleatoires sur les Groupes de Lie

Yves Guivarc'h, Michael Keane, Bernard Roynette

Категория: Lecture notes

1.68 Mb

#7

Penalising Brownian Paths

Bernard Roynette, Marc Yor

2.30 Mb

#8

Option Prices as Probabilities: A New Look at Generalized Black-Scholes Formulae (Springer Finance)

Christophe Profeta, Bernard Roynette, Marc Yor

1.98 Mb