Name Card

Full name Familienname, Vorname
Yor, Marc
 

Own Publications Eigene Publikationen


Results 1-2 of 2 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Friz, Peter ; Gerhold, Stefan ; Yor, Marc How to make Dupire's local volatility work with jumpsArtikel Article 2014
2Wu, Ching-Tang ; Yor, Marc Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrationsArtikel Article2002

Contributing Publications Mitbeteiligte Publikationen


Results 1-1 of 1 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Schachermayer, Walter The Notion of Arbitrage and Free Lunch in Mathematical FinanceBuchbeitrag Book Contribution2008