Mathematical Methods for Financial Markets
Monique Jeanblanc
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Continuous Martingales and Brownian Motion
Daniel Revuz
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Some Aspects of Brownian Motion : Part II: Some Recent Martingale Problems
Marc Yor
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Exercises in Probability : A Guided Tour from Measure Theory to Random Processes, via Conditioning
Loic Chaumont
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Mathematical Methods for Financial Markets
Monique Jeanblanc
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Mathematical Methods for Financial Markets
Monique Jeanblanc
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Local Times and Excursion Theory for Brownian Motion : A Tale of Wiener and Ito Measures
Ju-Yi Yen
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Local Times and Excursion Theory for Brownian Motion : A Tale of Wiener and Ito Measures
Ju-Yi Yen
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Continuous Martingales and Brownian Motion
Daniel Revuz
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Continuous Martingales and Brownian Motion
Daniel Revuz
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Random Times and Enlargements of Filtrations in a Brownian Setting
Roger Mansuy
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Some Aspects of Brownian Motion : Part II: Some Recent Martingale Problems
Marc Yor
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Option Prices as Probabilities : A New Look at Generalized Black-Scholes Formulae
Christophe Profeta
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Exponential Functionals of Brownian Motion and Related Processes
Marc Yor
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Peacocks and Associated Martingales, with Explicit Constructions
Francis Hirsch
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Peacocks and Associated Martingales, with Explicit Constructions
Francis Hirsch
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