Boris Leblanc
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Time-Changed Bessel Processes and Credit Risk | 2006-04-13 | Paper |
| A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary Finance and Stochastics | 2000-05-24 | Paper |
| Path dependent options on yields in the affine term structure model Finance and Stochastics | 1999-05-25 | Paper |
| Lévy processes in finance: A remedy to the non-stationarity of continuous martingales Finance and Stochastics | 1999-04-08 | Paper |
| Une approche unifiee pour une forme exacte dU prix d'une option dans les differents modeles a volatilite stochastique Stochastics and Stochastic Reports | 1998-01-07 | Paper |
Research outcomes over time
This page was built for person: Boris Leblanc
