Philip Protter

Citado por

	Total	Desde 2019
Citas	23094	6002
Índice h	52	31
Índice i10	108	68

1200

600

300

900

199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202464 68 89 86 123 160 162 172 233 240 292 350 389 512 684 655 761 784 928 1007 1061 1066 1176 1108 1173 1119 1070 1079 1061 962 977 1003 1033 961

Acceso público

Ver todo

18 artículos

2 artículos

disponibles

no disponibles

Basado en requisitos de financiación

Coautores

Thomas G. KurtzProfessor Emeritus, Mathematics and Statistics, University of Wisconsin-MadisoDirección de correo verificada de math.wisc.edu
Umut CetinProfessor in Statistics, LSEDirección de correo verificada de lse.ac.uk
Jaime San MartinUniversidad de ChileDirección de correo verificada de dim.uchile.cl
Mitch WarachkaC. Larry Hoag Chair in Real Estate, Professor of Finance, Chapman UniversityDirección de correo verificada de chapman.edu
Pierre Del MoralResearch Director, INRIA Bordeaux - Sud OuestDirección de correo verificada de inria.fr
soledad torresAcademica CIMFAV, Facultad de Ingeniería Universidad de ValparaísoDirección de correo verificada de uv.cl
Yildiray YildirimBaruch CollegeDirección de correo verificada de baruch.cuny.edu
Soumik PalUniversity of Washington SeattleDirección de correo verificada de uw.edu
Shihao YangAssistant Professor, School of Industrial & Systems Engineering, Georgia Institute of TechnologyDirección de correo verificada de isye.gatech.edu
Alexandre RochESG UQAM, Finance DepartmentDirección de correo verificada de uqam.ca
Martin BarlowUniversity of British ColumbiaDirección de correo verificada de math.ubc.ca
Jorge A. LeónProfesor de matematicasDirección de correo verificada de ctrl.cinvestav.mx
Sergio PulidoAssistant Professor at the ENSIIE / LaMME EvryDirección de correo verificada de ensiie.fr
Jianfeng ZhangDepartment of Mathematics, University of Southern CaliforniaDirección de correo verificada de usc.edu
Colm O'CinneideQS Investors, NYCDirección de correo verificada de qsinvestors.com
David NualartProfessor, The University of KansasDirección de correo verificada de math.ku.edu
Darrell DuffieStanford UniversityDirección de correo verificada de stanford.edu

Seguir

Philip Protter

Professor of Statistics, Columbia University

Dirección de correo verificada de columbia.edu

Stochastic Processes Mathematical Finance


Título Ordenar por citas Ordenar por año Ordenar por título	Citado por Citado por	Año
Stochastic differential equations PE Protter, PE Protter Stochastic integration and differential equations, 249-361, 2005	9499	2005
Probability essentials J Jacod, P Protter Springer Science & Business Media, 2012	1122	2012
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	969	1994
Weak limit theorems for stochastic integrals and stochastic differential equations TG Kurtz, P Protter The Annals of Probability, 1035-1070, 1991	724	1991
Discretization of processes J Jacod Springer, 2012	665	2012
Liquidity risk and arbitrage pricing theory U Cetin, RA Jarrow, P Protter Handbook of Quantitative Finance and Risk Management, 1007-1024, 2010	549	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	522	1998
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	494	1996
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	493	2002
Structural versus Reduced‐Form Models: A New Information‐Based Perspective RA Jarrow, P Protter The Credit Market Handbook: Advanced Modeling Issues, 118-131, 2012	425	2012
The Euler scheme for Lévy driven stochastic differential equations P Protter, D Talay The Annals of Probability 25 (1), 393-423, 1997	366	1997
Asset price bubbles in incomplete markets RA Jarrow, P Protter, K Shimbo Mathematical Finance: An International Journal of Mathematics, Statistics …, 2010	286	2010
Semimartingales and Markov processes E Çinlar, J Jacod, P Protter, MJ Sharpe Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 54 (2), 161-219, 1980	276	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	256	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	249	2002
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	242	2006
Modeling credit risk with partial information U Cetin, R Jarrow, P Protter, Y Yıldırım	240	2004
Quadratic covariation and an extension of Itô's formula H Föllmer, P Protter, AN Shiryayev Bernoulli, 149-169, 1995	196	1995
The Monte-Carlo method for filtering with discrete-timeobservations P Del Moral, J Jacod, P Protter Cornell University Operations Research and Industrial Engineering, 2001	194	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	188	1992

El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.

Artículos 1–20

Citas por año

Citas duplicadas

Citas combinadas

Añadir coautoresCoautores

Seguir

Citado por

Coautores