Skip to main content


eCommons@Cornell

eCommons@Cornell >

Browsing by Author Protter, P.

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:   
Sort by: In order: Results/Page Authors/Record:
Showing results 2 to 8 of 8
< previous 
PreviewIssue DateTitleAuthor(s)
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 2 to 8 of 8
< previous 

 

© 2014 Cornell University Library Contact Us