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Marc Yor
Information about the author Marc Yor will soon be added to the site.
Found
2 papers
in total
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Exponential functionals of Brownian motion and disordered systems
1998
The paper deals with exponential functionals of the linear Brownian motion which arise...
Brownian excursions and Parisian barrier options
1997
In this paper we study a new kind of option, called hereinafter a Parisian barrier...
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