Concepedia

Marc Yor

MY

50

Publications

3.1K

Citations

28

H-Index

1982

Active since

Affiliations

Sorbonne Université(Current)

Laboratoire de Probabilités et Modèles Aléatoires

University of Maryland, College Park

Université Paris Cité

Institut Universitaire de France

Marc Yor is an author at Sorbonne Université specializing in engineering, probability theory, and stochastic processes.

Top concepts

EngineeringProbabilityStochastic ProcessesStochastic CalculusBrownian MotionBusinessStatisticsAsset PricingOption PricingFinance

Publications per year

1982–2017

50

Publications

50

Mathematical Methods for Financial Markets

Monique Jeanblanc, Marc Yor, Marc Chesney · Finance · 2010 · 502 citations · Full text

A survey and some generalizations of Bessel processes

Anja Göing-Jaeschke, Marc Yor · Bernoulli · 2003 · 315 citations

Bessel Processes, Squared Bessel Processes, Integrable Probability +7

SELF‐DECOMPOSABILITY AND OPTION PRICING

Peter Carr, Hélyette Geman, Dilip B. Madan et al. · Mathematical Finance · 2006 · 215 citations · Full text

Stochastic Simulation, Option Pricing, Economics +15

Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times

Martin T. Barlow, Marc Yor · Journal of Functional Analysis · 1982 · 205 citations

Local Times, Engineering, Semi-martingale Inequalities +8

DIFFUSIONS, MARKOV PROCESSES AND MARTINGALES: Volume 2: Itô Calculus

Marc Yor · Bulletin of the London Mathematical Society · 1989 · 175 citations

Engineering, Stochastic Processes, Stochastic Calculus +4

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