Marc Yor - Concepedia

Author

Marc Yor

Sorbonne Université

Also Known As

A. S. Cherny, Dilip Madan, M YOR, M Yor, M. YOR, M. Yor, MARC YOR, Marc YOR, Marc Yor, Peccati, G.

238

Publications

7.5K

Citations

H-Index

Concepts

All Affiliations

Sorbonne Université Laboratoire de Probabilités et Modèles Aléatoires University of Maryland, College Park Université Paris Cité Institut Universitaire de France

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	22	31	1.6K
2	Business	10	10	753
3	Natural Sciences	2	2	28
4	Arts	1	1	12
5	Education	1	1	12

Marc Yor

Publications

3.1K

Citations

H-Index

Page 1

	Year	Citations
Mathematical Methods for Financial Markets Monique Jeanblanc, Marc Yor, Marc Chesney Finance	2010	502
A survey and some generalizations of Bessel processes Anja Göing-Jaeschke, Marc Yor Bernoulli Bessel ProcessesSquared Bessel ProcessesIntegrable ProbabilityStochastic CalculusGeometric Brownian Motion	2003	315
SELF‐DECOMPOSABILITY AND OPTION PRICING Peter Carr, Hélyette Geman, Dilip B. Madan, Mathematical Finance Stochastic SimulationOption PricingEconomicsDynamic PricingAsset Pricing	2006	215
Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times Martin T. Barlow, Marc Yor Journal of Functional Analysis Local TimesEngineeringSemi-martingale InequalitiesIntegrable ProbabilityStochastic Calculus	1982	205
DIFFUSIONS, MARKOV PROCESSES AND MARTINGALES: Volume 2: Itô Calculus Marc Yor Bulletin of the London Mathematical Society EngineeringStochastic ProcessesStochastic CalculusItô CalculusProbability Theory	1989	175
Pricing options on realized variance Peter Carr, Hélyette Geman, Dilip B. Madan, Finance and Stochastics Option PricingMultivariate Stochastic VolatilityAsset PricingUncertainty QuantificationDerivative Pricing	2005	144
The Fine Structure of Asset Returns: An Empirical Investigation Hélyette Geman, Peter Carr, Dilip B. Madan, Empirical FinanceEconomicsVolatility ModelingFinancial EconomicsAsset Pricing	2002	122
Some Aspects of Brownian Motion: Part II, Some Recent Martingale Problems Yuri Kabanov, Marc Yor Journal of the American Statistical Association Recent Martingale ProblemsEngineeringStochastic ProcessesStochastic CalculusStochastic Analysis	1998	101
The importance of strictly local martingales; applications to radial Ornstein–Uhlenbeck processes K. D. Elworthy, Xue-Mei Li, Marc Yor Probability Theory and Related Fields EngineeringLocal MartingalesStochastic ProcessesStochastic CalculusOrnstein–uhlenbeck Processes	1999	91
On certain Markov processes attached to exponential functionals of Brownian motion; application to Asian options Catherine Donati-Martin, Raouf Ghomrasni, Marc Yor Revista Matemática Iberoamericana Option PricingExponential FunctionalsAsset PricingEngineeringIntegrable Probability	2001	81

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