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 2 212
Transition probabilities for diffusion equations by means of path integrals 0 1 3 232 0 1 5 610
Total Working Papers 0 1 3 307 0 1 7 822


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 0 1 31
Applications of δ-function perturbation to the pricing of derivative securities 0 0 0 3 0 0 1 25
Edgeworth expansions of stochastic trading time 0 0 0 3 0 0 1 13
Pricing Exotic Options under Local Volatility 0 0 0 35 0 0 1 95
SELF EXCITING THRESHOLD INTEREST RATES MODELS 0 0 1 5 0 0 1 11
Spectral decomposition of optimal asset-liability management 0 0 0 72 1 1 1 310
Total Journal Articles 0 0 1 122 1 1 6 485


Statistics updated 2024-11-05