P. Patie

A Wiener Hopf type factorization for the exponential functional of

Mladen Savov, J. C. Pardo, P. Patie, 2017 .

Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations

P. Patie, M. Chazal, R. Loeffen, 2018, SIAM J. Financial Math..

Asian Options Under One-Sided Lévy Models

P. Patie, P. Patie, 2013, Journal of Applied Probability.

q-Invariant Functions for Some Generalizations of the Ornstein-Uhlenbeck Semigroup

P. Patie, P. Patie, 2008, 0801.2111.

Law of the absorption time of some positive self-similar Markov processes

P. Patie, P. Patie, 2009, 0911.1203.

A refined factorization of the exponential law

P. Patie, 2011 .