From Black-Scholes and Dupire formulae to last passage times of local martingales. Part A : The infinite time horizon

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dc.creatorBentata, Amel
dc.creatorYor, Marc
dc.date2008-06-02
dc.date.accessioned2026-07-07T12:19:20Z
dc.date.available2026-07-07T12:19:20Z
dc.descriptionThese notes are the first half of the contents of the course given by the second author at the Bachelier Seminar (February 8-15-22 2008) at IHP. They also correspond to topics studied by the first author for her Ph.D.thesis.
dc.identifierhttps://arxiv.org/abs/0806.0239
dc.identifierhttp://arxiv.org/abs/0806.0239
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/212716
dc.subjectComputational Finance
dc.subjectProbability
dc.titleFrom Black-Scholes and Dupire formulae to last passage times of local martingales. Part A : The infinite time horizon
dc.typetext

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