Marc Atlan (PMA)

Identifiers

No identifiers captured yet.

Papers (3)

1. Localizing Volatilities math.PR · 2006 · author #1
2. Time-Changed Bessel Processes and Credit Risk math.PR · 2006 · author #1
3. Options on Hedge Funds under the High Water Mark Rule math.PR · 2005 · author #1

Mentions

No mention provenance yet.

Frequent Coauthors

• Boris Leblanc 1 shared papers
• Essec-Centre De Recherche) 1 shared papers
• H\'elyette Geman (DRM 1 shared papers
• Marc Yor (PMA) 1 shared papers