Philip Protter

Получаване на мой собствен потребителски профил

Позовавания

	Всички	От 2019
Позовавания	22603	5516
h-индекс	52	30
i10-индекс	110	63

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Публичен достъп

Преглед на всички

16 статии

2 статии

налични

неналични

Въз основа на изисквания при финансирането

Съавтори

Thomas G. KurtzProfessor Emeritus, Mathematics and Statistics, University of Wisconsin-MadisoПотвърден имейл адрес: math.wisc.edu
Umut CetinProfessor in Statistics, LSEПотвърден имейл адрес: lse.ac.uk
Jaime San MartinUniversidad de ChileПотвърден имейл адрес: dim.uchile.cl
Mitch WarachkaC. Larry Hoag Chair in Real Estate, Professor of Finance, Chapman UniversityПотвърден имейл адрес: chapman.edu
Pierre Del MoralResearch Director, INRIA Bordeaux - Sud OuestПотвърден имейл адрес: inria.fr
soledad torresAcademica CIMFAV, Facultad de Ingeniería Universidad de ValparaísoПотвърден имейл адрес: uv.cl
Yildiray YildirimBaruch CollegeПотвърден имейл адрес: baruch.cuny.edu
Soumik PalUniversity of Washington SeattleПотвърден имейл адрес: uw.edu
Shihao YangAssistant Professor, School of Industrial & Systems Engineering, Georgia Institute of TechnologyПотвърден имейл адрес: isye.gatech.edu
Martin BarlowUniversity of British ColumbiaПотвърден имейл адрес: math.ubc.ca
Alexandre RochESG UQAM, Finance DepartmentПотвърден имейл адрес: uqam.ca
Jorge A. LeónProfesor de matematicasПотвърден имейл адрес: ctrl.cinvestav.mx
Sergio PulidoAssistant Professor at the ENSIIE / LaMME EvryПотвърден имейл адрес: ensiie.fr
Jianfeng ZhangDepartment of Mathematics, University of Southern CaliforniaПотвърден имейл адрес: usc.edu
Colm O'CinneideQS Investors, NYCПотвърден имейл адрес: qsinvestors.com
David NualartProfessor, The University of KansasПотвърден имейл адрес: math.ku.edu
Darrell DuffieStanford UniversityПотвърден имейл адрес: stanford.edu

Следене

Philip Protter

Professor of Statistics, Columbia University

Потвърден имейл адрес: columbia.edu

Stochastic Processes Mathematical Finance


Заглавие Сортиране по цитати Сортиране по година Сортиране по заглавие	Позовавания Позовавания	Година
Stochastic differential equations PE Protter, PE Protter Stochastic integration and differential equations, 249-361, 2005	9329	2005
Probability essentials J Jacod, P Protter Springer Science & Business Media, 2004	1066	2004
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	947	1994
Weak limit theorems for stochastic integrals and stochastic differential equations TG Kurtz, P Protter The Annals of Probability, 1035-1070, 1991	719	1991
Discretization of processes J Jacod Springer, 2012	640	2012
Liquidity risk and arbitrage pricing theory U Cetin, RA Jarrow, P Protter Handbook of Quantitative Finance and Risk Management, 1007-1024, 2010	540	2010
Asymptotic error distributions for the Euler method for stochastic differential equations J Jacod, P Protter The Annals of Probability 26 (1), 267-307, 1998	520	1998
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	484	2002
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	466	1996
Structural versus Reduced‐Form Models: A New Information‐Based Perspective RA Jarrow, P Protter The Credit Market Handbook: Advanced Modeling Issues, 118-131, 2012	416	2012
The Euler scheme for Lévy driven stochastic differential equations P Protter, D Talay The Annals of Probability 25 (1), 393-423, 1997	362	1997
Asset price bubbles in incomplete markets RA Jarrow, P Protter, K Shimbo Mathematical Finance: An International Journal of Mathematics, Statistics …, 2010	283	2010
Semimartingales and Markov processes E Çinlar, J Jacod, P Protter, MJ Sharpe Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 54 (2), 161-219, 1980	272	1980
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	249	1996
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	241	2002
Modeling credit risk with partial information U Cetin, R Jarrow, P Protter, Y Yıldırım	238	2004
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	235	2006
The Monte-Carlo method for filtering with discrete-timeobservations P Del Moral, J Jacod, P Protter Cornell University Operations Research and Industrial Engineering, 2001	192	2001
From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process¹ D Duffie, P Protter Mathematical finance 2 (1), 1-15, 1992	189	1992
A dysfunctional role of high frequency trading in electronic markets RA Jarrow, P Protter International Journal of Theoretical and Applied Finance 15 (03), 1250022, 2012	183	2012

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