J. Azéma and M. Yor, Etude d'une martingale remarquable, Séminaire de Probabilités XXIII Lecture Notes in Maths. 1372, pp.88-130, 1989.
DOI : 10.1007/BF00715187

A. Bentata and M. Yor, From Black-Scholes and Dupire formulae to last passage times of local martingales. Part A : The infinite time horizon, 2008.
URL : https://hal.archives-ouvertes.fr/hal-00284122

A. Bentata and M. Yor, Further developments stemming from the last passage times viewpoint on Black-Scholes formula, 2008.

A. Bentata and M. Yor, Around the last passage times viewpoint on Black-Scholes type options : some new bits and pieces, 2008.

P. Carr, C. Ewald, and Y. Xiao, On the qualitative effect of volatility and duration on prices of Asian options, Finance Research Letters, 2008.

L. Chaumont and M. Yor, Exercises in Probability, 2003.
URL : https://hal.archives-ouvertes.fr/hal-00773569

K. L. Chung, Probabilistic approach in potential theory to the equilibrium problem Ann, Inst. Fourier, vol.3, issue.23, pp.313-322, 1973.

O. Chybiryakov, Ito's Integrated Formula for Strict Local Martingales with Jumps, Séminaire de Probabilités XL. Lecture Notes in Maths. 1899, pp.375-388, 2007.
DOI : 10.1007/978-3-540-71189-6_20

N. Dang-ngoc and M. Yor, Champs markoviens et mesures de Gibbs sur ${R}$, Annales scientifiques de l'??cole normale sup??rieure, vol.11, issue.1, pp.29-69, 1978.
DOI : 10.24033/asens.1339

A. Dassios, The Distribution of the Quantile of a Brownian Motion with Drift and the Pricing of Related Path-Dependent Options, The Annals of Applied Probability, vol.5, issue.2, pp.389-398, 1995.
DOI : 10.1214/aoap/1177004770

F. Delbaen and W. Schachermayer, Arbitrage probabilities in Bessel processes and their relations to local martingales, PTRF, vol.102, issue.3, pp.357-366, 1995.

J. L. Doob, Classical Potential Theory and Its Probabilistic Counterpart, 1984.
DOI : 10.1007/978-1-4612-5208-5

P. Embrechts, L. Rogers, and M. Yor, A Proof of Dassios' Representation of the $|alpha$-Quantile of Brownian Motion with Drift, The Annals of Applied Probability, vol.5, issue.3, pp.757-767, 1995.
DOI : 10.1214/aoap/1177004704

T. Fujita and M. Yor, Some past-future martingales for Symmetric Random Walk and Symmetric Lévy processes, 2008.

J. Jacod and P. Protter, Time reversal of Lévy processes. The Annals of Probability, pp.620-641, 1988.

M. Jeanblanc, M. Chesney, and M. Yor, Mathematical Methods for financial Markets, 2008.
DOI : 10.1007/978-1-84628-737-4
URL : https://hal.archives-ouvertes.fr/hal-00426898

T. Jeulin and M. Yor, In??galit?? de Hardy, semimartingales, et faux-amis, Lecture Notes in Maths, vol.59, issue.2, pp.332-359, 1979.
DOI : 10.2140/pjm.1975.59.623
URL : http://archive.numdam.org/article/SPS_1979__13__332_0.pdf

S. Kaji, The tail estimation of the quadratic variation of a quasi left continuous local martingale, Osaka J. Math, vol.44, issue.4, pp.893-907, 2007.

D. Madan and M. Yor, Ito's Integrated Formula for Strict Local Martingales, Lecture Notes in Maths, vol.1874, pp.157-170, 2006.
DOI : 10.1007/978-3-540-35513-7_13

D. Madan, B. Roynette, and M. Yor, Option prices as probabilities, Finance Research Letters, vol.5, issue.2, pp.79-87, 2008.
DOI : 10.1016/j.frl.2008.02.002
URL : https://hal.archives-ouvertes.fr/hal-00292135

D. Madan, B. Roynette, and M. Yor, An alternative expression for the Black-Scholes formula in terms of Brownian first and last passage times, Preprint. IEC Nancy, issue.8, 2008.
URL : https://hal.archives-ouvertes.fr/hal-00257403

D. Madan, B. Roynette, and M. Yor, From Black- Scholes formula, to local times and last passage times for certain submartingales, 2008.
URL : https://hal.archives-ouvertes.fr/hal-00261868

D. Madan, B. Roynette, and M. Yor, Unifying Black???Scholes Type Formulae Which Involve Brownian Last Passage Times up to a Finite Horizon, Asia-Pacific Financial Markets, vol.16, issue.2, 2008.
DOI : 10.1007/s10690-008-9068-y
URL : https://hal.archives-ouvertes.fr/hal-00275490

R. Mansuy and M. Yor, Harnesses, Lévy bridges and Monsieur Jourdain. Stochastic processes and their applications, pp.329-338, 2005.
DOI : 10.1016/j.spa.2004.09.001
URL : http://doi.org/10.1016/j.spa.2004.09.001

L. Nguyen and M. Yor, Some Martingales Associated to Reflected L??vy Processes, Lecture Notes in Maths.-Séminaire Probabilités XXXVIII, vol.1857, pp.42-69, 2005.
DOI : 10.1007/978-3-540-31449-3_5

G. Pagès, Introduction to Numerical Probability for Finance. Notes from Lectures in LPMA, 2008.

S. Pal and P. Protter, Strict local martingales, bubbles and no early exercise, 2007.

J. Rosen and M. Yor, Tanaka Formulae and Renormalization for Triple Intersections of Brownian Motion in the Plane, The Annals of Probability, vol.19, issue.1, pp.142-159, 1991.
DOI : 10.1214/aop/1176990538

G. Royer and M. Yor, Repr??sentation int??grale de certaines mesures quasi-invariantes sur ${\cal C}({\bf R})$; mesures extr??males et propri??t?? de Markov, Annales de l???institut Fourier, vol.26, issue.2, pp.7-24, 1976.
DOI : 10.5802/aif.610
URL : http://www.numdam.org/article/AIF_1976__26_2_7_0.pdf

V. Seshadri, Exponential models, Brownian motion and independence . Can, J. of Stat, vol.16, pp.209-221, 1988.
DOI : 10.2307/3314728

D. V. Widder, The Heat Equation, 1975.

D. Williams, Some basic theorems on harnesses Stochastic Analysis (a tribute to the memory of Rollo Davidson, pp.349-363, 1973.

D. Williams, Brownian motion as a harness, 1980.

M. Yor, Rappels et Préliminaires généraux-Temps Locaux. Astérisque, pp.52-53, 1978.

M. Yor, Some Aspects of Brownian Motion. Part I. Birkhäuser. New edition to appear in Universitext, 1992.

M. Yor, The distribution of Brownian quantiles, Journal of Applied Probability, vol.111, issue.02, pp.405-416, 1995.
DOI : 10.1017/S0001867800024381

M. Yor, Some remarks about the joint law of Brownian motion and its supremum, Lecture Notes in Maths, vol.29, issue.no4, pp.306-314, 1997.
DOI : 10.2307/3314728

M. , Y. Michael, C. Fu, R. A. Jarrow, J. Ju-yi et al., Some remarkable properties of Gamma processes Advances in Mathematical Finance, pp.37-47, 2007.

M. Yor, Exponential Functionals of Brownian Motion and Related Processes. Springer-Finance Acknowledgments What started it all is M. Qian's question, p.8, 2001.

B. Madan and S. .. , Roynette for several attempts to solve various questions, rewriting Akahori gave the stimulation for Section 6. C. Ewald sent the preprint [6] very early on. The graph of ? (see A-9) is due to G. Pagès, Lecturing in Osaka and Ritsumeikan Melbourne and Sydney then finally at the Bachelier Séminaire We gave further lectures in Oxford and at Imperial College, 2007.