The following pages link to Rama Cont (Q245188):
Displaying 18 items.
- Universal features of price formation in financial markets: perspectives from deep learning (Q5234368) (← links)
- Central clearing of OTC derivatives: Bilateral vs multilateral netting (Q5402788) (← links)
- (Q5412137) (← links)
- (Q5436599) (← links)
- MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS (Q5455261) (← links)
- A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models (Q5470894) (← links)
- Weak approximation of martingale representations (Q5962610) (← links)
- Interbank lending with benchmark rates: Pareto optima for a class of singular control games (Q6054384) (← links)
- In memoriam: Marco Avellaneda (1955–2022) (Q6054441) (← links)
- A model‐free approach to continuous‐time finance (Q6054452) (← links)
- Fractional Ito calculus (Q6127680) (← links)
- Simulation of Arbitrage-Free Implied Volatility Surfaces (Q6148557) (← links)
- Analysis and modeling of client order flow in limit order markets (Q6158395) (← links)
- Causal functional calculus (Q6165650) (← links)
- Dynamics of market making algorithms in dealer markets: Learning and tacit collusion (Q6196294) (← links)
- Quadratic variation and quadratic roughness (Q6321639) (← links)
- Rough volatility: fact or artefact? (Q6394732) (← links)
- Causal transport on path space (Q6756484) (← links)