The following pages link to Philip E. Protter (Q1240468):
Displaying 50 items.
- (Q207849) (redirect page) (← links)
- Erratum to: ``Positive alphas and a generalized multiple-factor asset pricing model'' (Q253106) (← links)
- Positive alphas and a generalized multiple-factor asset pricing model (Q253114) (← links)
- Relative asset price bubbles (Q315462) (← links)
- Signing trades and an evaluation of the Lee-Ready algorithm (Q470417) (← links)
- The lifetime of a financial bubble (Q506379) (← links)
- Foreign currency bubbles (Q539147) (← links)
- Discretization of processes. (Q640731) (← links)
- A remark on the weak convergence of processes in the Skorohod topology (Q685730) (← links)
- On semimartingale decompositions of convex functions of semimartingales (Q811642) (← links)
- Pathwise stochastic integration and applications to the theory of continuous trading (Q912481) (← links)
- (Q923494) (redirect page) (← links)
- Some limit theorems for functionals of the Brownian sheet (Q923495) (← links)
- Analysis of continuous strict local martingales via \(h\)-transforms (Q983170) (← links)
- No arbitrage without semimartingales (Q1024894) (← links)
- Volterra equations driven by semimartingales (Q1059930) (← links)
- Approximations of solutions of stochastic differential equations driven by semimartingales (Q1066553) (← links)
- Semimartingales and measure preserving flows (Q1079870) (← links)
- A two-sided stochastic integral and its calculus (Q1085890) (← links)
- Time reversal on Lévy processes (Q1103963) (← links)
- Comparison between solutions of SDEs and ODEs (Q1113197) (← links)
- Martingales with given absolute value (Q1133236) (← links)
- An extension of Kazamaki's results on BMO differentials (Q1145948) (← links)
- Weak limit theorems for stochastic integrals and stochastic differential equations (Q1176362) (← links)
- Stochastic calculus in manifolds. With an appendix by P.A. Meyer (Q1188619) (← links)
- On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations (Q1240469) (← links)
- Right-continuous solutions of systems of stochastic integral equations (Q1240470) (← links)
- A comparison of stochastic integrals (Q1256804) (← links)
- Qu'est ce qu'une différentielle d'ordre n? (What is a differential of order n?) (Q1263879) (← links)
- Complete markets with discontinuous security price (Q1297922) (← links)
- Asymptotic error distributions for the Euler method for stochastic differential equations (Q1307078) (← links)
- General change of variable formulas for semimartingales in one and finite dimensions (Q1326269) (← links)
- Solving forward-backward stochastic differential equations explicitly -- a four step scheme (Q1326299) (← links)
- Stratonovich stochastic differential equations driven by general semimartingales (Q1347271) (← links)
- The Euler scheme for Lévy driven stochastic differential equations (Q1356347) (← links)
- Skorohod integral of a product of two stochastic processes (Q1356621) (← links)
- Anticipating integrals for a class of martingales (Q1385008) (← links)
- An analysis of a least squares regression method for American option pricing (Q1424693) (← links)
- Liquidity risk and arbitrage pricing theory (Q1776006) (← links)
- Probability essentials. (Q1858673) (← links)
- Explicit form and robustness of martingale representations. (Q1872167) (← links)
- Numerical method for backward stochastic differential equations (Q1872402) (← links)
- A partial introduction to financial asset pricing theory. (Q1879511) (← links)
- Modeling credit risk with partial information. (Q1879905) (← links)
- Quadratic covariation and an extension of Itô's formula (Q1903608) (← links)
- Discretely sampled variance and volatility swaps versus their continuous approximations (Q1945043) (← links)
- Probability essentials (Q1962885) (← links)
- On Itô's formula for multidimensional Brownian motion (Q1964757) (← links)
- Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients (Q1986026) (← links)
- Strict local martingales and the Khasminskii test for explosions (Q2145795) (← links)
