Search Results for Yor, Marc. - Narrowed by: English SirsiDynix Enterprise http://librarycatalog.yyu.edu.tr/client/en_US/default/default/qu$003dYor$00252C$002bMarc.$0026qf$003dLANGUAGE$002509Language$002509ENG$002509English$0026ps$003d300?dt=list 2025-02-14T18:02:12Z Aspects of Mathematical Finance ent://SD_ILS/0/SD_ILS:147232 2025-02-14T18:02:12Z 2025-02-14T18:02:12Z by&#160;Yor, Marc. editor.<br/><a href="https://doi.org/10.1007/978-3-540-75265-3">https://doi.org/10.1007/978-3-540-75265-3</a><br/>Format:&#160;Electronic Resources<br/> In Memoriam Paul-Andr&eacute; Meyer - S&eacute;minaire de Probabilit&eacute;s XXXIX ent://SD_ILS/0/SD_ILS:172196 2025-02-14T18:02:12Z 2025-02-14T18:02:12Z by&#160;Yor, Marc. editor.<br/><a href="https://doi.org/10.1007/b128398">https://doi.org/10.1007/b128398</a><br/>Format:&#160;Electronic Resources<br/> Local Times and Excursion Theory for Brownian Motion A Tale of Wiener and It&ocirc; Measures ent://SD_ILS/0/SD_ILS:140702 2025-02-14T18:02:12Z 2025-02-14T18:02:12Z by&#160;Yen, Ju-Yi. author.<br/><a href="https://doi.org/10.1007/978-3-319-01270-4">https://doi.org/10.1007/978-3-319-01270-4</a><br/>Format:&#160;Electronic Resources<br/> Penalising Brownian Paths ent://SD_ILS/0/SD_ILS:151136 2025-02-14T18:02:12Z 2025-02-14T18:02:12Z by&#160;Roynette, Bernard. author.<br/><a href="https://doi.org/10.1007/978-3-540-89699-9">https://doi.org/10.1007/978-3-540-89699-9</a><br/>Format:&#160;Electronic Resources<br/> Aspects of Brownian Motion ent://SD_ILS/0/SD_ILS:160760 2025-02-14T18:02:12Z 2025-02-14T18:02:12Z by&#160;Mansuy, Roger. author.<br/><a href="https://doi.org/10.1007/978-3-540-49966-4">https://doi.org/10.1007/978-3-540-49966-4</a><br/>Format:&#160;Electronic Resources<br/> Random Times and Enlargements of Filtrations in a Brownian Setting ent://SD_ILS/0/SD_ILS:140655 2025-02-14T18:02:12Z 2025-02-14T18:02:12Z by&#160;Mansuy, Roger. author.<br/><a href="https://doi.org/10.1007/11415558">https://doi.org/10.1007/11415558</a><br/>Format:&#160;Electronic Resources<br/> Peacocks and Associated Martingales, with Explicit Constructions ent://SD_ILS/0/SD_ILS:166622 2025-02-14T18:02:12Z 2025-02-14T18:02:12Z by&#160;Hirsch, Francis. author.<br/><a href="https://doi.org/10.1007/978-88-470-1908-9">https://doi.org/10.1007/978-88-470-1908-9</a><br/>Format:&#160;Electronic Resources<br/> Option Prices as Probabilities A New Look at Generalized Black-Scholes Formulae ent://SD_ILS/0/SD_ILS:147195 2025-02-14T18:02:12Z 2025-02-14T18:02:12Z by&#160;Profeta, Christophe. author.<br/><a href="https://doi.org/10.1007/978-3-642-10395-7">https://doi.org/10.1007/978-3-642-10395-7</a><br/>Format:&#160;Electronic Resources<br/> Mathematical Methods for Financial Markets ent://SD_ILS/0/SD_ILS:151356 2025-02-14T18:02:12Z 2025-02-14T18:02:12Z by&#160;Jeanblanc, Monique. author.<br/><a href="https://doi.org/10.1007/978-1-84628-737-4">https://doi.org/10.1007/978-1-84628-737-4</a><br/>Format:&#160;Electronic Resources<br/> S&eacute;minaire de Probabilit&eacute;s XXXVIII ent://SD_ILS/0/SD_ILS:169629 2025-02-14T18:02:12Z 2025-02-14T18:02:12Z by&#160;&Eacute;mery, Michel. editor.<br/><a href="https://doi.org/10.1007/b104072">https://doi.org/10.1007/b104072</a><br/>Format:&#160;Electronic Resources<br/>