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

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dc.creatorBentata, Amel
dc.creatorYor, Marc
dc.date2008-07-04
dc.date.accessioned2026-07-07T09:48:39Z
dc.date.available2026-07-07T09:48:39Z
dc.descriptionThese notes are the second half of the contents of the course given by the second author at the Bachelier Seminar (8-15-22 February 2008) at IHP. They also correspond to topics studied by the first author for her Ph.D.thesis.
dc.identifierhttps://arxiv.org/abs/0807.0788
dc.identifierhttp://arxiv.org/abs/0807.0788
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/164296
dc.subjectProbability
dc.titleFrom Black-Scholes and Dupire formulae to last passage times of local martingales. Part B : The finite time horizon
dc.typetext

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