Path dependent options on yields in the affine term structure model. - Boris Leblanc; Olivier Scaillet (Finance Stochastics, 1998)

Lévy processes in finance: a remedy to the non-stationarity of continuous martingales. - Boris Leblanc; Marc Yor (Finance Stochastics, 1998)

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)