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 4 5 6 220
Transition probabilities for diffusion equations by means of path integrals 0 0 0 232 0 1 5 616
Total Working Papers 0 0 0 307 4 6 11 836


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 2 4 35
Applications of δ-function perturbation to the pricing of derivative securities 0 0 0 3 1 1 1 26
Edgeworth expansions of stochastic trading time 0 0 0 3 1 1 2 16
Pricing Exotic Options under Local Volatility 0 0 0 35 1 2 5 100
SELF EXCITING THRESHOLD INTEREST RATES MODELS 0 0 0 5 2 4 6 17
Spectral decomposition of optimal asset-liability management 0 0 1 73 0 1 4 314
Total Journal Articles 0 0 1 123 6 11 22 508


Statistics updated 2026-01-09