Protter, Philip
- Asymptotic error distribution for the Euler scheme with locally\n Lipschitz coefficients
2017/09/13 by Philip Protter, Protter, Philip, Lisha Qiu +3 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #60H10 #60H35 #60J35 #60J65 #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
- Is there a bubble in LinkedIn's stock price?
2011/05/28 by Jarrow, Robert, Kchia, Younes, Protter, Philip · 1 citation
#FOS: Economics and business #Risk Management (q-fin.RM) #Statistical Finance (q-fin.ST)
- On progressive filtration expansion with a process
2011/05/09 by Younes Kchia, Kchia, Younes, Philip Protter +1 · 1 citation
Economics, Econometrics and Finance · Decision Sciences · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Risk and Portfolio Optimization
- Order Book Queue Hawkes-Markovian Modeling
2021/07/20 by Protter, Philip, Wu, Qianfan, Yang, Shihao · 1 citation
#62P05 (Primary) 62G05 (Secondary) #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME) #Trading and Market Microstructure (q-fin.TR)
- Strict Local Martingales with Jumps
2013/07/09 by Philip Protter, Protter, Philip · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #60H05 #60H10 #60J65 #60J75 #60K99 #FOS: Economics and business #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications