Marc Yor

Publication Activity (10 Years)

Years Active: 1998-2017
Publications (10 Years): 1

Top Topics

Multiresolution

High Dimensional

Top Venues

J. Appl. Probab.

Publications

Offer Kella, Marc Yor
Unifying the Dynkin and Lebesgue-Stieltjes formulae. J. Appl. Probab. 54 (1) (2017)
Paavo Salminen, Marc Yor
On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes. Period. Math. Hung. 62 (1) (2011)
Francis Hirsch, Bernard Roynette, Marc Yor
Applying Itô's motto: "Look at the infinite dimensional picture" by constructing sheets to obtain processes increasing in the convex order. Period. Math. Hung. 61 (1-2) (2010)
Peter Carr, Hélyette Geman, Dilip B. Madan, Marc Yor
Pricing options on realized variance. Finance Stochastics 9 (4) (2005)
Bernard Roynette, Pierre Vallois, Marc Yor
Limiting laws for long Brownian bridges perturbed by their one-sided maximum, III. Period. Math. Hung. 50 (1-2) (2005)
Anja Göing-Jaeschke, Marc Yor
A clarification note about hitting times densities for Ornstein-Uhlenbeck processes. Finance Stochastics 7 (3) (2003)
Bernard Bru, Marc Yor
Comments on the life and mathematical legacy of Wolfgang Doeblin. Finance Stochastics 6 (1) (2002)
Hélyette Geman, Dilip B. Madan, Marc Yor
Stochastic volatility, jumps and hidden time changes. Finance Stochastics 6 (1) (2002)
Catherine Donati-Martin, Hiroyuki Matsumoto, Marc Yor
On Striking Identities About the Exponential Functionals of the Brownian Bridge and Brownian Motion. Period. Math. Hung. 41 (1-2) (2000)
Gyula Pap, Marc Yor
The Accuracy of Cauchy Approximation for the Windings of Planar Brownian Motion. Period. Math. Hung. 41 (1-2) (2000)
Boris Leblanc, Marc Yor
Lévy processes in finance: a remedy to the non-stationarity of continuous martingales. Finance Stochastics 2 (4) (1998)