Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
PMA
A note about conditional Ornstein-Uhlenbeck processes
Forward equations for option prices in semimartingale models
From Black-Scholes and Dupire formulae to last passage times of local martingales. Part A : The infinite time horizon
From Black-Scholes and Dupire formulae to last passage times of local martingales. Part B : The finite time horizon
Mimicking the marginal distributions of a semimartingale
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