Marc Yor

The Fine Structure of Asset Returns: An Empirical Investigation

Peter Carr, Hélyette Geman, Dilip B. Madan et al. · The Journal of Business · 2002 · 1.8K citations

Business, Economics, Finance +17

The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator

Jim Pitman, Marc Yor · The Annals of Probability · 1997 · 1.3K citations · Full text

Engineering, Ecology, Mathematics +15

Stochastic Volatility for Lévy Processes

Peter Carr, Hélyette Geman, Dilip B. Madan et al. · Mathematical Finance · 2003 · 911 citations

Engineering, Economics, Finance +17

BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES

Hélyette Geman, Marc Yor · Mathematical Finance · 1993 · 581 citations

Business, Economics, Finance +17

Size-biased sampling of Poisson point processes and excursions

Mihael Perman, Jim Pitman, Marc Yor · Probability Theory and Related Fields · 1992 · 347 citations · Full text

Engineering, Earth Sciences, Probability Theory +12