Probability and measure, 1995. ,
On nonlinear SDEs whose densities evolve in a finite?dimensional family, Stochastic Differential and Difference Equations Progress in Systems and Control Theory, pp.11-19, 1997. ,
On diffusion processes with uniform distributions and their Monte Carlo discretization, Banca IMI PDG Preprint, 1999. ,
On SDEs with marginal laws evolving in finite-dimensional exponential families, Statistics & Probability Letters, vol.49, issue.2, pp.127-134, 2000. ,
DOI : 10.1016/S0167-7152(00)00039-0
Option pricing impact of alternative continuous-time dynamics for discretely-observed stock prices, Finance and Stochastics, vol.4, issue.2, pp.147-159, 2000. ,
DOI : 10.1007/s007800050009
Displaced and Mixture Diffusions for Analytically-Tractable Smile Models, Mathematical Finance -Bachelier Congress, 2000. ,
DOI : 10.1007/978-3-662-12429-1_8
Pricing with a smile, Risk, vol.7, pp.18-20, 1994. ,
Existence of strong solutions for Itos stochastic equations via approximations, Probability Theory Related Fields, pp.143-158, 1996. ,
Peacocks and Associated Martingales , with Explicit Constructions, 2011. ,
DOI : 10.1007/978-88-470-1908-9
URL : https://hal.archives-ouvertes.fr/hal-00657769
Brownian Motion and Stochastic Calculus, 2005. ,
DOI : 10.1007/978-1-4684-0302-2
Markov-Komposition und eine Anwendung auf Martingale, Mathematische Annalen, vol.36, issue.3, p.99122, 0198. ,
DOI : 10.1007/BF01432281
URL : http://www.digizeitschriften.de/download/PPN235181684_0198/PPN235181684_0198___log19.pdf
Random times and enlargements of filtrations in a Brownian setting, Lecture Notes in Mathematics, vol.1873, 2006. ,
URL : https://hal.archives-ouvertes.fr/hal-00016598
Mathematical Methods in Financial Markets, 2009. ,
DOI : 10.1007/978-1-84628-737-4