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

On Striking Identities About the Exponential Functionals of the Brownian Bridge and Brownian Motion. - Catherine Donati-Martin; Hiroyuki Matsumoto; Marc Yor (Period. Math. Hung., 2000)

The Accuracy of Cauchy Approximation for the Windings of Planar Brownian Motion. - Gyula Pap; Marc Yor (Period. Math. Hung., 2000)

Comments on the life and mathematical legacy of Wolfgang Doeblin. - Bernard Bru; Marc Yor (Finance Stochastics, 2002)

Stochastic volatility, jumps and hidden time changes. - Hélyette Geman; Dilip B. Madan; Marc Yor (Finance Stochastics, 2002)

A clarification note about hitting times densities for Ornstein-Uhlenbeck processes. - Anja Göing-Jaeschke; Marc Yor (Finance Stochastics, 2003)

Pricing options on realized variance. - Peter Carr 002; Hélyette Geman; Dilip B. Madan; Marc Yor (Finance Stochastics, 2005)

Limiting laws for long Brownian bridges perturbed by their one-sided maximum, III. - Bernard Roynette; Pierre Vallois; Marc Yor (Period. Math. Hung., 2005)

Applying Itô's motto: "Look at the infinite dimensional picture" by constructing sheets to obtain processes increasing in the convex order. - Francis Hirsch; Bernard Roynette; Marc Yor (Period. Math. Hung., 2010)

On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes. - Paavo Salminen; Marc Yor (Period. Math. Hung., 2011)

Unifying the Dynkin and Lebesgue-Stieltjes formulae. - Offer Kella; Marc Yor (J. Appl. Probab., 2017)