Penalising Brownian Paths

by Roynette, Bernard, Yor, Marc
Published 2009

Option Prices as Probabilities : A New Look at Generalized Black-Scholes Formulae

by Profeta, Christophe, Roynette, Bernard, Yor, Marc
Published 2010

Marches Aleatoires sur les Groupes de Lie

by Guivarc'h, Yves, Keane, Michael, Roynette, Bernard
Published 1977

Peacocks and Associated Martingales, with Explicit Constructions

by Hirsch, Francis, Profeta, Christophe, Roynette, Bernard, Yor, Marc
Published 2011