Sergio A. Almada Monter

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Dynamics of observables in rank-based models and performance of functionally generated portfolios
The Annals of Applied Probability
2020-01-22Paper
Scaling Limit for the Diffusion Exit Problem, a Survey2014-06-22Paper
Small Noise Estimates of the Quadratic Covariation between Non-smooth Transformations of Brownian Motion2011-08-17Paper


Research outcomes over time


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