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Browsing by Author Protter, P.

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PreviewIssue DateTitleAuthor(s)
Sep-2001An analysis of the Longstaff-Schwartz algorithm for American option pricingClement, E.; Lamberton, D.; Protter, P.
Sep-2001An elementary approach to naturality, predictability, and the fundamental theorem of local MartingalesO'Cinneide, C.; Protter, P.
Sep-2001The Euler scheme for Levy driven stochastic differential equationsProtter, P.; Talay, D.
Sep-2001Explicit form and path regularity of Martingale representationsMa, J.; Protter, P.; Zhang, J.
Sep-2001Explicit form and robustness of Martingale representationsJacod, J.; Meleard, S.; Protter, P.
Sep-2001The Monte-Carlo method for filtering with discrete-timeobservationsDel Moral, P.; Jacod, J.; Protter, P.
Sep-2001Numerical method for backward stochastic differential equationsMa, J.; Protter, P.; Martin, J. San; Torres, S.
Sep-2001A partial introduction to financial asset pricing theoryProtter, P.
Showing results 1 to 8 of 8


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