Bentata, Amel
- Mimicking the marginal distributions of a semimartingale
2009/10/21 by Amel Bentata, Rama Cont, Bentata, Amel +1 · 3 citations
Economics, Econometrics and Finance · Mathematics · #60H10 #60J75 #FOS: Mathematics #Financial Risk and Volatility Modeling #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and financial applications #math.PR #msc:60H10 #msc:60J75
- From Black-Scholes and Dupire formulae to last passage times of local martingales. Part A : The infinite time horizon
2008/06/02 by Amel Bentata, Bentata, Amel, Marc Yor +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Probability (math.PR) #Spectral Theory in Mathematical Physics #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR #q-fin.CP