A. Bentata and M. , Yor From Black-Scholes and Dupire formulae to last passage times of local martingales. Notes from a course at the Bachelier Seminar

T. Jeulin and M. , Yor Inégalités de Hardy, semimartingales et faux amis, Séminaire de Prob., XIII, LNM n ? 721, pp.332-359, 1979.

D. Madan, B. Roynette, and M. Yor, Option prices as probabilities, Prices as Probabilities, pp.79-87, 2008.
DOI : 10.1016/j.frl.2008.02.002
URL : https://hal.archives-ouvertes.fr/hal-00292135

D. Madan, B. Roynette, M. Yor, and I. Nancy, b) An alternative expression for the Black- Scholes formula in terms of first and last passage times, 2008.

D. Madan, B. Roynette, and M. Y. Nancy, c) From Black-Scholes formula to local times and last passages times for certain submartingales, 2008.

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

M. Yor, Some aspects of Brownian motion, Part I, Some special functionals, Lectures in Math. ETH Zürich, 1992.

Y. Chiu, From an example of Lévy Séminaire de Prob., XXIX, LNM, n ? 1613, pp.162-165, 1995.

Y. Hibino, M. Hitsuda, and H. , Muraoka Construction of non-canonical representations of a Brownian motion, Hiroshima Math. J, issue.3, pp.439-448, 1997.