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
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