Marc Yor

Marc Yor (24 July 1949 – 9 January 2014) was a French mathematician well known for his work on stochastic processes, especially properties of semimartingales, Brownian motion and other Lévy processes, the Bessel processes, and their applications to mathematical finance. Provided by Wikipedia
Showing 1 - 8 results of 8 for search 'Yor, Marc', query time: 0.03s Refine Results
  1. 1
    Aspects of mathematical finance
    by Yor, Marc
    Published 2008
    Printed Book
  2. 2
    Aspects of mathematical finance /
    by Yor, Marc. ed
    Published 2008
    Other Authors: “...Yor, Marc. ed...”
    Printed Book
  3. 3
    Exercises in probability : a guided tour from measure theory to random processes, via conditioning /
    by Chaumont, L., Yor, Marc
    Published 2012
    Cover image
    Printed Book
  4. 4
    Aspects of Brownian motion /
    by Mansuy, Roger
    Published 2008
    Other Authors: “...Yor, Marc...”
    Printed Book
  5. 5
    Continuous Martingales and Brownian motion
    by Rovuz, Daniel
    Published 1991
    Other Authors: “...Yor, Marc...”
    Printed Book
  6. 6
    Exercises in probability : a guided tour from measure theory to random processes, via conditioning /
    by Chaumont, L.
    Published 2003
    Other Authors: “...Yor, Marc...”
    Printed Book
  7. 7
    Option prices as probabilities:a newlook at generalized Black-Scholes formule
    by Profeta, Christophe
    Published 2010
    Other Authors: “...Yor, Marc...”
    Printed Book
  8. 8
    Continous martingales and Brownian motion.-3rd ed.
    by Revuz , Daniel
    Published 2005
    Other Authors: “...Yor, Marc...”
    Printed Book
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