default search action
Philip Protter
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2024
- [j13]Robert Jarrow
, Philip Protter
Computing the probability of a financial market failure: a new measure of systemic risk. Ann. Oper. Res. 336(1-2): 481-503 (2024) - [j12]Philip Protter
Order Book Queue Hawkes Markovian Modeling. SIAM J. Financial Math. 15(1): 1-25 (2024)
2010 – 2019
- 2015
- [j11]Robert Jarrow, Philip Protter
Liquidity Suppliers and High Frequency Trading. SIAM J. Financial Math. 6(1): 189-200 (2015) - 2013
- [j10]Robert Jarrow, Younes Kchia, Martin Larsson, Philip Protter
Discretely sampled variance and volatility swaps versus their continuous approximations. Finance Stochastics 17(2): 305-324 (2013) - 2011
- [j9]Robert Jarrow, Younes Kchia, Philip Protter
How to Detect an Asset Bubble. SIAM J. Financial Math. 2(1): 839-865 (2011) - 2010
- [j8]Jean Jacod, Philip Protter:
Risk-neutral compatibility with option prices. Finance Stochastics 14(2): 285-315 (2010)
2000 – 2009
- 2007
- [j7]Robert A. Jarrow, Philip Protter, A. Deniz Sezer:
Information reduction via level crossings in a credit risk model. Finance Stochastics 11(2): 195-212 (2007) - 2004
- [j6]Umut Çetin
Liquidity risk and arbitrage pricing theory. Finance Stochastics 8(3): 311-341 (2004) - 2002
- [j5]Emmanuelle Clement, Damien Lamberton, Philip Protter:
An analysis of a least squares regression method for American option pricing. Finance Stochastics 6(4): 449-471 (2002)
1990 – 1999
- 1999
- [j4]Michael Dritschel
Complete markets with discontinuous security price. Finance Stochastics 3(2): 203-214 (1999) - 1996
- [j3]Philip Protter:
Numerical Solution of SDE through Computer Experiments (P. E. Kloeden, E. Platen, and H. Schurz). SIAM Rev. 38(1): 177-178 (1996) - 1995
- [j2]Philip Protter:
Random Series and Stochastic Integrals: Single and Multiple (Stanislaw Kwapien and Wojbar A. Woyczynski). SIAM Rev. 37(1): 135-136 (1995) - 1991
- [j1]Philip Protter:
Limit Theorems for Stochastic Processes (J. Jacod and A . N. Shiryaev). SIAM Rev. 33(2): 332-333 (1991)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-10-07 21:24 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by: