Search Results - PROTTER, P

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  1. 1
    Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence

    Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence by Çetin, U., Jarrow, R., Protter, P., Warachka, M.

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  2. 2
    PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADING

    PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADING by KCHIA, YOUNES, PROTTER, PHILIP

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  3. 3
    An analysis of a least squares regression method for American option pricing

    An analysis of a least squares regression method for American option pricing by Clément, Emmanuelle, Lamberton, Damien, Protter, Philip

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  4. 4
    Liquidity risk and arbitrage pricing theory

    Liquidity risk and arbitrage pricing theory by Çetin, Umut, Jarrow, Robert A, Protter, Philip

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  5. 5
    Acknowledgement to reviewers

    Acknowledgement to reviewers by Protter, P.

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  6. 6
    Acknowledgement to reviewers

    Acknowledgement to reviewers by Protter, P.

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  7. 7
    Asymptotic Error Distributions for the Euler Method for Stochastic Differential Equations

    Asymptotic Error Distributions for the Euler Method for Stochastic Differential Equations by Jacod, Jean, Protter, Philip

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  8. 8
    Numerical Method for Backward Stochastic Differential Equations

    Numerical Method for Backward Stochastic Differential Equations by Ma, Jin, Protter, Philip, San Martín, Jaime, Torres, Soledad

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  9. 9
    RELATING TOP-DOWN WITH BOTTOM-UP APPROACHES IN THE EVALUATION OF ABS WITH LARGE COLLATERAL POOLS

    RELATING TOP-DOWN WITH BOTTOM-UP APPROACHES IN THE EVALUATION OF ABS WITH LARGE COLLATERAL POOLS by DIENER, NICOLAS, JARROW, ROBERT, PROTTER, PHILIP

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  10. 10
    AN ANALYSIS OF THE SUPPLY CURVE FOR LIQUIDITY RISK THROUGH BOOK DATA

    AN ANALYSIS OF THE SUPPLY CURVE FOR LIQUIDITY RISK THROUGH BOOK DATA by BLAIS, MARCEL, PROTTER, PHILIP

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  11. 11
    Modeling Credit Risk with Partial Information

    Modeling Credit Risk with Partial Information by Umut Çetin, Jarrow, Robert, Protter, Philip, Yildiray Yildirim

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  12. 12
    A partial introduction to financial asset pricing theory

    A partial introduction to financial asset pricing theory by Protter, Philip

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  13. 13
    FORWARD AND FUTURES PRICES WITH BUBBLES

    FORWARD AND FUTURES PRICES WITH BUBBLES by JARROW, ROBERT A., PROTTER, PHILIP

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  14. 14
    ABSOLUTELY CONTINUOUS COMPENSATORS

    ABSOLUTELY CONTINUOUS COMPENSATORS by JANSON, SVANTE, M'BAYE, SOKHNA, PROTTER, PHILIP

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  15. 15
    The Euler Scheme for Levy Driven Stochastic Differential Equations

    The Euler Scheme for Levy Driven Stochastic Differential Equations by Protter, Philip, Talay, Denis

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  16. 16
    Acknowledgement to referees

    Acknowledgement to referees by Protter, P., Vares, M.E.

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  17. 17
    Acknowledgement to referees

    Acknowledgement to referees by Protter, P., Vares, M.E.

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  18. 18
    Large traders, hidden arbitrage, and complete markets

    Large traders, hidden arbitrage, and complete markets by Jarrow, Robert, Protter, Philip

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  19. 19
    The Monte-Carlo method for filtering with discrete-time observations

    The Monte-Carlo method for filtering with discrete-time observations by DEL MORAL, Pierre, JACOD, Jean, PROTTER, Philip

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  20. 20
    A new prize in honor of Kiyosi Itô

    A new prize in honor of Kiyosi Itô by Protter, Philip

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