Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, via Conditioning
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On Exponential Functionals of Brownian Motion and Related Processes
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Mathematical Methods for Financial Markets (Springer Finance)
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Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener and Itô Measures
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Continuous Martingales And Brownian Motion
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Option Prices As Probabilities: A New Look At Generalized Black Scholes Formulae (Springer Finance)
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Option Prices as Probabilities: A New Look at Generalized Black-Scholes Formulae
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Peacocks and Associated Martingales, with Explicit Constructions
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Ecole d'Ete de Probabilites de Saint-Flour IX, 1979 (Lecture Notes in Mathematics)
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Aspects of Brownian Motion (Universitext)
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Penalising Brownian Paths
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Some Aspects of Brownian Motion: Part II: Some Recent Martingale Problems
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Random Times and Enlargements of Filtrations in a Brownian Setting
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Stochastic Filtering at Saint-Flour
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Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, Via Conditioning
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In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX
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Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, Via Conditioning
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Chemistry 2
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