Boris Leblanc

Publication Activity (10 Years)

Years Active: 1998-2000
Publications (10 Years): 0

Publications

Boris Leblanc, Olivier Renault, Olivier Scaillet
A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary. Finance Stochastics 4 (1) (2000)
Boris Leblanc, Olivier Scaillet
Path dependent options on yields in the affine term structure model. Finance Stochastics 2 (4) (1998)
Boris Leblanc, Marc Yor
Lévy processes in finance: a remedy to the non-stationarity of continuous martingales. Finance Stochastics 2 (4) (1998)