Hirsch, Francis; Profeta, Christophe; Roynette, Bernard; Yor, Marc Peacocks and associated martingales, with explicit constructions. (English) Zbl 1227.60001 Bocconi & Springer Series 3. New York, NY: Springer (ISBN 978-88-470-1907-2/hbk; 978-88-470-1908-9/ebook). xxxi, 384 p. (2011). Reviewer: Nicolas Perkowski (Berlin) MSC: 60-02 60G48 60G44 91G80 PDFBibTeX XMLCite \textit{F. Hirsch} et al., Peacocks and associated martingales, with explicit constructions. New York, NY: Springer (2011; Zbl 1227.60001) Full Text: DOI
Hirsch, Francis; Profeta, Christophe; Roynette, Bernard; Yor, Marc Constructing self-similar martingales via two Skorokhod embeddings. (English) Zbl 1234.60047 Donati-Martin, Catherine (ed.) et al., Séminaire de Probabilités XLIII, Poitiers, France, Juin 2009. Berlin: Springer (ISBN 978-3-642-15216-0/pbk; 978-3-642-15217-7/ebook). Lecture Notes in Mathematics 2006, 451-503 (2011). Reviewer: Stavros Vakeroudis (Paris) MSC: 60G44 60G18 60J25 60J65 PDFBibTeX XMLCite \textit{F. Hirsch} et al., Lect. Notes Math. 2006, 451--503 (2011; Zbl 1234.60047) Full Text: DOI
Profeta, Christophe; Roynette, Bernard; Yor, Marc Option prices as probabilities. A new look at generalized Black-Scholes formulae. (English) Zbl 1188.91004 Springer Finance. Berlin: Springer (ISBN 978-3-642-10394-0/pbk; 978-3-642-10395-7/ebook). xxi, 270 p. (2010). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91-02 91G20 60G44 60G48 60J55 PDFBibTeX XMLCite \textit{C. Profeta} et al., Option prices as probabilities. A new look at generalized Black-Scholes formulae. Berlin: Springer (2010; Zbl 1188.91004) Full Text: DOI