Boris Leblanc
According to our database1,
Boris Leblanc
authored at least 3 papers
between 1998 and 2000.
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Bibliography
2000
A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary.
Finance Stochastics, 2000
1998
Lévy processes in finance: a remedy to the non-stationarity of continuous martingales.
Finance Stochastics, 1998
Finance Stochastics, 1998