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Protter, Philip
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Finance and stochastics
NBER working paper series
25
NBER Working Paper
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
Working paper / National Bureau of Economic Research, Inc.
20
The journal of finance : the journal of the American Finance Association
15
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14
The review of financial studies
14
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11
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10
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9
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9
Stanford University Graduate School of Business research paper
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Finance and Stochastics
8
Journal of Mathematical Economics
8
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8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Staff reports / Federal Reserve Bank of New York
8
Journal of Finance
7
International journal of theoretical and applied finance
6
Journal of Economic Theory
6
Journal of financial economics
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Research Papers / Graduate School of Business, Stanford University
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International Journal of Theoretical and Applied Finance (IJTAF)
5
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1
Complete markets with discontinuous security price
Dritschel, Michael
;
Protter, Philip
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 203-214
Persistent link: https://www.econbiz.de/10001367323
Saved in:
2
Liquidity risk and arbitrage pricing theory
Çetin, Umut
;
Jarrow, Robert A.
;
Protter, Philip
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 311-342
Persistent link: https://www.econbiz.de/10008214763
Saved in:
3
An analysis of a least squares regression method for American option pricing
Clément, Emmanuelle
;
Lamberton, Damien
;
Protter, Philip
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 449-472
Persistent link: https://www.econbiz.de/10008216166
Saved in:
4
Complete markets with discontinuous security price
Dritschel, Michael
;
Protter, Philip
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 203-214
Persistent link: https://www.econbiz.de/10008218076
Saved in:
5
Information reduction via level crossings in a credit risk model
Jarrow, Robert A.
;
Protter, Philip
;
Sezer, A.Deniz
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 195-212
Persistent link: https://www.econbiz.de/10008222021
Saved in:
6
Discretely sampled variance and volatility swaps versus their continuous approximations
Jarrow, Robert
;
Kchia, Younes
;
Larsson, Martin
; …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10010091556
Saved in:
7
From implied to spot volatilities
Jacod, Jean
;
Protter, Philip
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 157-178
Persistent link: https://www.econbiz.de/10008392533
Saved in:
8
An analysis of a least squares regression method for American option pricing
Clément, Emmanuelle
;
Lamberton, Damien
;
Protter, Philip
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 449-471
Persistent link: https://www.econbiz.de/10001702781
Saved in:
9
Liquidity risk and arbitrage pricing theory
Çetin, Umut
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 311-341
Persistent link: https://www.econbiz.de/10002130310
Saved in:
10
Risk-neutral compatibility with option prices
Jacod, Jean
;
Protter, Philip E.
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 285-315
Persistent link: https://www.econbiz.de/10003951511
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