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 11 226
Transition probabilities for diffusion equations by means of path integrals 0 0 0 232 0 0 7 622
Total Working Papers 0 0 0 307 0 0 18 848


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 1 1 12 44
Applications of δ-function perturbation to the pricing of derivative securities 0 0 0 3 1 1 7 32
Edgeworth expansions of stochastic trading time 0 0 0 3 0 0 9 24
Pricing Exotic Options under Local Volatility 0 0 0 35 1 2 7 105
SELF EXCITING THRESHOLD INTEREST RATES MODELS 0 0 3 8 1 3 17 29
Spectral decomposition of optimal asset-liability management 0 0 0 73 0 0 6 319
Total Journal Articles 0 0 3 126 4 7 58 553


Statistics updated 2026-08-07