Boris Leblanc

Available identifiers

zbMath Open leblanc.borisMaRDI QIDQ1265767

List of research outcomes

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	2000-05-24	Paper
Path dependent options on yields in the affine term structure model	1999-05-25	Paper
Lévy processes in finance: A remedy to the non-stationarity of continuous martingales	1999-04-08	Paper
Une approche unifiee pour une forme exacte dU prix d'une option dans les differents modeles a volatilite stochastique	1998-01-07	Paper

Research outcomes over time

This page was built for person: Boris Leblanc