3 results
Joint law of an Ornstein–Uhlenbeck process and its supremum
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- Journal:
- Journal of Applied Probability / Volume 57 / Issue 2 / June 2020
- Published online by Cambridge University Press:
- 16 July 2020, pp. 541-558
- Print publication:
- June 2020
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The De Vylder–Goovaerts conjecture holds within the diffusion limit
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- Journal:
- Journal of Applied Probability / Volume 56 / Issue 2 / June 2019
- Published online by Cambridge University Press:
- 30 July 2019, pp. 546-557
- Print publication:
- June 2019
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Successive enlargement of filtrations and application to insider information
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- Journal:
- Advances in Applied Probability / Volume 49 / Issue 3 / September 2017
- Published online by Cambridge University Press:
- 08 September 2017, pp. 653-685
- Print publication:
- September 2017
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