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Results 1-10 of 15
Item hits:
Issue DateTitleAuthor(s)
18-Oct-2015Weak approximation of martingale representationsCont, R; LU, Y
8-Apr-2010Change of variable formulas for non-anticipative functionals on path spaceCont, R; Fournie, D-A
18-Apr-2015Credit default swaps and systemic riskCont, R; Minca, A
29-Oct-2016Pathwise integration with respect to paths of finite quadratic variationCont, R; Ananova, A
20-Feb-2013Functional Ito calculus and stochastic integral representation of martingalesCont, R; Fournie, D-A; Burdzy, K
1-May-2005Modeling interest rate dynamics: an infinite-dimensional approachCont, R
24-Apr-2011Price dynamics in a Markovian limit order marketCont, R; De Larrard, A
17-Jun-2016Optimal order placement in limit order marketsCont, R; Kukanov, A
1-Apr-2016Resilience to Contagion in Financial NetworksAmini, H; Cont, R; Minca, A
1-Jun-2016Risk management for whalesCont, R; Wagalath, L; Capital Fund Management