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Browsing by Author Protter, P.
Showing results 1 to 8 of 8
| Preview | Issue Date | Title | Author(s) | | Sep-2001 | An analysis of the Longstaff-Schwartz algorithm for American option pricing | Clement, E.; Lamberton, D.; Protter, P. |
| Sep-2001 | An elementary approach to naturality, predictability, and the fundamental theorem of local Martingales | O'Cinneide, C.; Protter, P. |
| Sep-2001 | The Euler scheme for Levy driven stochastic differential equations | Protter, P.; Talay, D. |
| Sep-2001 | Explicit form and path regularity of Martingale representations | Ma, J.; Protter, P.; Zhang, J. |
| Sep-2001 | Explicit form and robustness of Martingale representations | Jacod, J.; Meleard, S.; Protter, P. |
| Sep-2001 | The Monte-Carlo method for filtering with discrete-timeobservations | Del Moral, P.; Jacod, J.; Protter, P. |
| Sep-2001 | Numerical method for backward stochastic differential equations | Ma, J.; Protter, P.; Martin, J. San; Torres, S. |
| Sep-2001 | A partial introduction to financial asset pricing theory | Protter, P. |
Showing results 1 to 8 of 8
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