دنبال کردن
Philip Protter
Philip Protter
Professor of Statistics, Columbia University
ایمیل تأیید شده در columbia.edu
عنوان
نقل شده توسط
نقل شده توسط
سال
Stochastic differential equations‏
PE Protter, PE Protter‏
Stochastic integration and differential equations, 249-361, 2005‏
96062005
Probability essentials‏
J Jacod, P Protter‏
Springer Science & Business Media, 2012‏
11382012
Solving forward-backward stochastic differential equations explicitly—a four step scheme‏
J Ma, P Protter, J Yong‏
Probability theory and related fields 98 (3), 339-359, 1994‏
9851994
Weak limit theorems for stochastic integrals and stochastic differential equations‏
TG Kurtz, P Protter‏
The Annals of Probability, 1035-1070, 1991‏
7331991
Discretization of processes‏
J Jacod, P Protter‏
Springer Science & Business Media, 2011‏
6772011
Liquidity risk and arbitrage pricing theory‏
U Cetin, RA Jarrow, P Protter‏
Finance and stochastics 8, 311-341, 2004‏
5532004
Asymptotic error distributions for the Euler method for stochastic differential equations‏
J Jacod, P Protter‏
The Annals of Probability 26 (1), 267-307, 1998‏
5271998
Asymptotic behaviour of some interacting particle systems; McKean-Vlasov and Boltzmann models‏
C Graham, TG Kurtz, S Méléard, PE Protter, M Pulvirenti, D Talay, ...‏
Probabilistic Models for Nonlinear Partial Differential Equations: Lectures …, 1996‏
5141996
An analysis of a least squares regression method for American option pricing‏
E Clément, D Lamberton, P Protter‏
Finance and stochastics 6, 449-471, 2002‏
5012002
Structural versus Reduced‐Form Models: A New Information‐Based Perspective‏
RA Jarrow, P Protter‏
The Credit Market Handbook: Advanced Modeling Issues, 118-131, 2012‏
4242012
The Euler scheme for Lévy driven stochastic differential equations‏
P Protter, D Talay‏
The Annals of Probability 25 (1), 393-423, 1997‏
3701997
Asset price bubbles in incomplete markets‏
RA Jarrow, P Protter, K Shimbo‏
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2010‏
2952010
Semimartingales and Markov processes‏
E Çinlar, J Jacod, P Protter, MJ Sharpe‏
Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 54 (2), 161-219, 1980‏
2811980
Numerical methods for forward-backward stochastic differential equations‏
J Douglas Jr, J Ma, P Protter‏
The Annals of Applied Probability 6 (3), 940-968, 1996‏
2641996
Numberical method for backward stochastic differential equations‏
J Ma, P Protter, J San Martín, S Torres‏
The Annals of Applied Probability 12 (1), 302-316, 2002‏
2502002
Pricing options in an extended Black Scholes economy with illiquidity: Theory and empirical evidence‏
U Cetin, R Jarrow, P Protter, M Warachka‏
The Review of Financial Studies 19 (2), 493-529, 2006‏
2442006
Modeling credit risk with partial information‏
U Cetin, R Jarrow, P Protter, Y Yıldırım‏
2422004
The Monte-Carlo method for filtering with discrete-timeobservations‏
P Del Moral, J Jacod, P Protter‏
Cornell University Operations Research and Industrial Engineering, 2001‏
1962001
Quadratic covariation and an extension of Itô's formula‏
H Föllmer, P Protter, AN Shiryayev‏
Bernoulli, 149-169, 1995‏
1951995
From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process1‏
D Duffie, P Protter‏
Mathematical finance 2 (1), 1-15, 1992‏
1901992
سیستم در حال حاضر قادر به انجام عملکرد نیست. بعداً دوباره امتحان کنید.
مقاله‌ها 1–20