The following pages link to Rama Cont (Q245188):
Displaying 50 items.
- Nonparametric tests for pathwise properties of semimartingales (Q453304) (← links)
- Credit default swaps and systemic risk (Q513095) (← links)
- A functional extension of the Ito formula (Q847101) (← links)
- Change of variable formulas for non-anticipative functionals on path space (Q984411) (← links)
- Social distance, heterogeneity and social interactions (Q990295) (← links)
- On pathwise quadratic variation for càdlàg functions (Q1725475) (← links)
- Functional Itō calculus and stochastic integral representation of martingales (Q1942112) (← links)
- Quadratic variation and quadratic roughness (Q2108492) (← links)
- Quadratic variation along refining partitions: constructions and examples (Q2122196) (← links)
- Pathwise integration with respect to paths of finite quadratic variation (Q2397623) (← links)
- Integro-differential equations for option prices in exponential Lévy models (Q2488481) (← links)
- Forward equations for option prices in semimartingale models (Q2516772) (← links)
- (Q2760406) (← links)
- RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS (Q2799998) (← links)
- INSTITUTIONAL INVESTORS AND THE DEPENDENCE STRUCTURE OF ASSET RETURNS (Q2800050) (← links)
- Overview (Q2813626) (← links)
- Pathwise calculus for non-anticipative functionals (Q2813627) (← links)
- The functional Itô formula (Q2813628) (← links)
- Weak functional calculus for square-integrable processes (Q2813629) (← links)
- Functional Kolmogorov equations (Q2813630) (← links)
- FIRE SALES FORENSICS: MEASURING ENDOGENOUS RISK (Q2831004) (← links)
- Loss-based risk measures (Q2841418) (← links)
- EQUITY CORRELATIONS IMPLIED BY INDEX OPTIONS: ESTIMATION AND MODEL UNCERTAINTY ANALYSIS (Q2847242) (← links)
- RUNNING FOR THE EXIT: DISTRESSED SELLING AND ENDOGENOUS CORRELATION IN FINANCIAL MARKETS (Q2851561) (← links)
- Price Dynamics in a Markovian Limit Order Market (Q2873118) (← links)
- Constant Proportion Debt Obligations (CPDOs): modeling and risk analysis (Q2873543) (← links)
- A Reduced Basis for Option Pricing (Q2996526) (← links)
- MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH (Q3023921) (← links)
- Dynamic Hedging of Portfolio Credit Derivatives (Q3074988) (← links)
- A Stochastic Model for Order Book Dynamics (Q3098255) (← links)
- CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES (Q3393977) (← links)
- (Q3396055) (← links)
- (Q3400731) (← links)
- Retrieving Lévy Processes from Option Prices: Regularization of an Ill-posed Inverse Problem (Q3427465) (← links)
- (Q3504635) (← links)
- (Q3549931) (← links)
- Robustness and sensitivity analysis of risk measurement procedures (Q3577148) (← links)
- Default Intensities Implied by CDO Spreads: Inversion Formula and Model Calibration (Q3580037) (← links)
- Small-world graphs: characterization and alternative constructions (Q3603192) (← links)
- HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS (Q4519546) (← links)
- (Q4524816) (← links)
- Phenomenology of the interest rate curve (Q4541578) (← links)
- Optimal order placement in limit order markets (Q4555056) (← links)
- Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity (Q4633760) (← links)
- Empirical properties of asset returns: stylized facts and statistical issues (Q4646480) (← links)
- Dynamics of implied volatility surfaces (Q4646769) (← links)
- Financial Modelling with Jump Processes (Q4821616) (← links)
- RECOVERING PORTFOLIO DEFAULT INTENSITIES IMPLIED BY CDO QUOTES (Q4906515) (← links)
- A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES (Q4917298) (← links)
- A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics (Q4958392) (← links)
