Boris Leblanc

According to our database, Boris Leblanc authored at least 3 papers between 1998 and 2000.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2000

A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary.

Boris Leblanc, Olivier Renault, Olivier Scaillet

Finance Stochastics, 2000

1998

Lévy processes in finance: a remedy to the non-stationarity of continuous martingales.

Boris Leblanc, Marc Yor

Finance Stochastics, 1998

Path dependent options on yields in the affine term structure model.

Boris Leblanc, Olivier Scaillet

Finance Stochastics, 1998