Probability and Stochastic Processes


Journal Articles


1. Brigo, Damiano; Jeanblanc, Monique; Vrins, Frédéric. SDES with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions. In: Stochastic Processes and Their Applications,. doi:10.1016/j.spa.2019.11.003 (Accepté/Sous presse). http://hdl.handle.net/2078.1/223398