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 8 222
Transition probabilities for diffusion equations by means of path integrals 0 0 0 232 1 2 4 618
Total Working Papers 0 0 0 307 3 8 12 840


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 1 6 9 40
Applications of δ-function perturbation to the pricing of derivative securities 0 0 0 3 0 5 5 30
Edgeworth expansions of stochastic trading time 0 0 0 3 2 5 6 20
Pricing Exotic Options under Local Volatility 0 0 0 35 0 2 5 101
SELF EXCITING THRESHOLD INTEREST RATES MODELS 1 3 3 8 2 9 13 24
Spectral decomposition of optimal asset-liability management 0 0 1 73 2 4 8 318
Total Journal Articles 1 3 4 126 7 31 46 533


Statistics updated 2026-03-04