Access Statistics for Marc Decamps

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Path integrals as a tool for pricing interest rate contingent claims: The case of reflecting and absorbing boundaries 0 0 0 75 2 6 12 226
Transition probabilities for diffusion equations by means of path integrals 0 0 0 232 4 5 7 622
Total Working Papers 0 0 0 307 6 11 19 848


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A path integral approach to asset-liability management 0 0 0 4 0 4 12 43
Applications of δ-function perturbation to the pricing of derivative securities 0 0 0 3 1 1 6 31
Edgeworth expansions of stochastic trading time 0 0 0 3 3 6 10 24
Pricing Exotic Options under Local Volatility 0 0 0 35 2 2 7 103
SELF EXCITING THRESHOLD INTEREST RATES MODELS 0 1 3 8 2 4 15 26
Spectral decomposition of optimal asset-liability management 0 0 0 73 1 3 8 319
Total Journal Articles 0 1 3 126 9 20 58 546


Statistics updated 2026-05-06