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作品

書(shū)籍

Revuz, D., & Yor, M. (1999). Continuous martingales and Brownian motion. Springer.

Yor, M. (2001). On Exponential Functionals of Brownian Motion and Related Processes. Springer.

Emery, M., & Yor, M. (Eds.). (2002). Séminaire de probabilités 1967-1980: a selection in Martingale theory. Springer.

Jeanblanc, M.,Yor, M. ,Chesney, M. (2009). Mathematical methods for financial markets. Springer.

論文

Yor, M. (2001). Bessel processes, Asian options, and perpetuities. In Exponential Functionals of Brownian Motion and Related Processes (pp. 63-92). Springer Berlin Heidelberg.

Pitman, J., & Yor, M. (1997). The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator. The Annals of Probability, 25(2), 855-900.

Geman, H., & Yor, M. (1996). PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH. Mathematical finance, 6(4), 365-378.

Pitman, J., & Yor, M. (1982). A decomposition of Bessel bridges. Probability Theory and Related Fields, 59(4), 425-457.

參考

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