{
  "id": "0807.0788",
  "version": "v1",
  "published": "2008-07-04T16:17:56.000Z",
  "updated": "2008-07-04T16:17:56.000Z",
  "title": "From Black-Scholes and Dupire formulae to last passage times of local martingales. Part B : The finite time horizon",
  "authors": [
    "Amel Bentata",
    "Marc Yor"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "These notes are the second half of the contents of the course given by the second author at the Bachelier Seminar (8-15-22 February 2008) at IHP. They also correspond to topics studied by the first author for her Ph.D.thesis.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2008-07-04T16:17:56.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "finite time horizon",
      "passage times",
      "local martingales",
      "dupire formulae",
      "black-scholes"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2008arXiv0807.0788B"
    }
  }
}