Marc Yor

Université Paris VI Pierre et Marie Curie

175 Rue du Chevaleret

Paris, 75013

France

SCHOLARLY PAPERS

4

DOWNLOADS

281

SSRN CITATIONS

0

CROSSREF CITATIONS

7

Scholarly Papers (4)

1.

Bid and Ask Prices as Non-Linear Continuous Time G-Expectations Based on Distortions

Number of pages: 31 Posted: 18 Mar 2013
University of Freiburg, University of Maryland - Robert H. Smith School of Business, Imperial College London and Université Paris VI Pierre et Marie Curie
Downloads 125 (246,710)
Citation 3

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2.

Two Price Economies in Continuous Time

Number of pages: 31 Posted: 18 Mar 2013
University of Freiburg, University of Maryland - Robert H. Smith School of Business, Imperial College London, KU Leuven - Department of Mathematics and Université Paris VI Pierre et Marie Curie
Downloads 90 (309,233)
Citation 1

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3.

On Valuing Stochastic Perpetuities Using New Long Horizon Stock Price Models Distinguishing Booms, Busts and Balanced Markets

Number of pages: 34 Posted: 18 Mar 2013
Dilip B. Madan and Marc Yor
University of Maryland - Robert H. Smith School of Business and Université Paris VI Pierre et Marie Curie
Downloads 66 (369,963)
Citation 1

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4.

On Valuing Stochastic Perpetuities Using New Long Horizon Stock Price Models Distinguishing Booms, Busts, and Balanced Markets

Mathematical Finance, Vol. 26, Issue 2, pp. 296-328, 2016
Number of pages: 33 Posted: 10 Mar 2016
Dilip B. Madan and Marc Yor
University of Maryland and Université Paris VI Pierre et Marie Curie
Downloads 0 (726,980)
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martingale limits, variance gamma, generalized gamma convolution, discounting process, abnormal earnings