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 0 0 2 214
Transition probabilities for diffusion equations by means of path integrals 0 0 1 232 0 0 6 615
Total Working Papers 0 0 1 307 0 0 8 829


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 1 1 32
Applications of δ-function perturbation to the pricing of derivative securities 0 0 0 3 0 0 0 25
Edgeworth expansions of stochastic trading time 0 0 0 3 0 1 2 15
Pricing Exotic Options under Local Volatility 0 0 0 35 0 1 3 97
SELF EXCITING THRESHOLD INTEREST RATES MODELS 0 0 0 5 0 0 0 11
Spectral decomposition of optimal asset-liability management 0 0 1 73 0 0 2 311
Total Journal Articles 0 0 1 123 0 3 8 491


Statistics updated 2025-07-04