In Memoriam Marc Yor - Séminaire de Probabilités XLVII PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download In Memoriam Marc Yor - Séminaire de Probabilités XLVII PDF full book. Access full book title In Memoriam Marc Yor - Séminaire de Probabilités XLVII by Catherine Donati-Martin. Download full books in PDF and EPUB format.
Author: Catherine Donati-Martin
Publisher: Springer
ISBN: 3319185853
Category : Mathematics
Languages : en
Pages : 657
Get Book Here
Book Description
This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament to the value and diversity of his work and of his research focus, which covered broad areas of probability theory. The volume also provides personal recollections about him, and an article on his essential role concerning the Doeblin documents. With contributions by P. Salminen, J-Y. Yen & M. Yor; J. Warren; T. Funaki; J. Pitman& W. Tang; J-F. Le Gall; L. Alili, P. Graczyk & T. Zak; K. Yano & Y. Yano; D. Bakry & O. Zribi; A. Aksamit, T. Choulli & M. Jeanblanc; J. Pitman; J. Obloj, P. Spoida & N. Touzi; P. Biane; J. Najnudel; P. Fitzsimmons, Y. Le Jan & J. Rosen; L.C.G. Rogers & M. Duembgen; E. Azmoodeh, G. Peccati & G. Poly, timP-L Méliot, A. Nikeghbali; P. Baldi; N. Demni, A. Rouault & M. Zani; N. O'Connell; N. Ikeda & H. Matsumoto; A. Comtet & Y. Tourigny; P. Bougerol; L. Chaumont; L. Devroye & G. Letac; D. Stroock and M. Emery.
Author: Catherine Donati-Martin
Publisher: Springer
ISBN: 3319185853
Category : Mathematics
Languages : en
Pages : 657
Get Book Here
Book Description
This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament to the value and diversity of his work and of his research focus, which covered broad areas of probability theory. The volume also provides personal recollections about him, and an article on his essential role concerning the Doeblin documents. With contributions by P. Salminen, J-Y. Yen & M. Yor; J. Warren; T. Funaki; J. Pitman& W. Tang; J-F. Le Gall; L. Alili, P. Graczyk & T. Zak; K. Yano & Y. Yano; D. Bakry & O. Zribi; A. Aksamit, T. Choulli & M. Jeanblanc; J. Pitman; J. Obloj, P. Spoida & N. Touzi; P. Biane; J. Najnudel; P. Fitzsimmons, Y. Le Jan & J. Rosen; L.C.G. Rogers & M. Duembgen; E. Azmoodeh, G. Peccati & G. Poly, timP-L Méliot, A. Nikeghbali; P. Baldi; N. Demni, A. Rouault & M. Zani; N. O'Connell; N. Ikeda & H. Matsumoto; A. Comtet & Y. Tourigny; P. Bougerol; L. Chaumont; L. Devroye & G. Letac; D. Stroock and M. Emery.
Author: H. Heyer
Publisher: Springer
ISBN: 3540392068
Category : Mathematics
Languages : en
Pages : 492
Get Book Here
Book Description
a
Author: A. Weron
Publisher: Springer
ISBN: 3540383506
Category : Mathematics
Languages : en
Pages : 342
Get Book Here
Book Description
Author: A. Beck
Publisher: Springer
ISBN: 3540387102
Category : Mathematics
Languages : en
Pages : 337
Get Book Here
Book Description
Author: Daniel Dugue
Publisher: Springer
ISBN: 3540367853
Category : Mathematics
Languages : en
Pages : 197
Get Book Here
Book Description
Author: H. Cajar
Publisher: Springer
ISBN: 3540386386
Category : Mathematics
Languages : en
Pages : 113
Get Book Here
Book Description
Author: Christophe Profeta
Publisher: Springer Science & Business Media
ISBN: 3642103952
Category : Mathematics
Languages : en
Pages : 282
Get Book Here
Book Description
Discovered in the seventies, Black-Scholes formula continues to play a central role in Mathematical Finance. We recall this formula. Let (B ,t? 0; F ,t? 0, P) - t t note a standard Brownian motion with B = 0, (F ,t? 0) being its natural ?ltra- 0 t t tion. Let E := exp B? ,t? 0 denote the exponential martingale associated t t 2 to (B ,t? 0). This martingale, also called geometric Brownian motion, is a model t to describe the evolution of prices of a risky asset. Let, for every K? 0: + ? (t) :=E (K?E ) (0.1) K t and + C (t) :=E (E?K) (0.2) K t denote respectively the price of a European put, resp. of a European call, associated with this martingale. Let N be the cumulative distribution function of a reduced Gaussian variable: x 2 y 1 ? 2 ? N (x) := e dy. (0.3) 2? ?? The celebrated Black-Scholes formula gives an explicit expression of? (t) and K C (t) in terms ofN : K ? ? log(K) t log(K) t ? (t)= KN ? + ?N ? ? (0.4) K t 2 t 2 and ? ?
Author: R. W. Robinson
Publisher: Springer
ISBN: 354038376X
Category : Mathematics
Languages : en
Pages : 270
Get Book Here
Book Description
Author: E.L. Allgöwer
Publisher: Springer
ISBN: 3540387811
Category : Mathematics
Languages : en
Pages : 457
Get Book Here
Book Description
Author: K. L. McAvaney
Publisher: Springer
ISBN: 3540387927
Category : Mathematics
Languages : en
Pages : 377
Get Book Here
Book Description
