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Absolutely continuous compensators
Janson, Svante; M'Baye, Sokhna; Protter, Philip - In: International journal of theoretical and applied finance 14 (2011) 3, pp. 335-351
Persistent link: https://www.econbiz.de/10009154919
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A dysfunctional role of high frequency trading in electronic markets
Jarrow, Robert A.; Protter, Philip E. - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-15
Persistent link: https://www.econbiz.de/10009624489
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Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas; Jarrow, Robert A.; Protter, Philip E. - In: International journal of theoretical and applied finance 15 (2012) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
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An analysis of the supply curve for liquidity risk through book data
Blais, Marcel; Protter, Philip E. - In: International journal of theoretical and applied finance 13 (2010) 6, pp. 821-838
Persistent link: https://www.econbiz.de/10008905116
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Progressive filtration expansions via a process, with applications to insider trading
Kchia, Younes; Protter, Philip E. - In: International journal of theoretical and applied finance 18 (2015) 4, pp. 1-48
Persistent link: https://www.econbiz.de/10011403783
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Strict local martingales via filtration enlargement
Dandapani, Aditi; Protter, Philip - In: International journal of theoretical and applied finance 23 (2020) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10012270885
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On finite dimensional realizations for the term structure of futures prices
Björk, Tomas; Blix, Magnus; Landén, Camilla - In: International journal of theoretical and applied finance 9 (2006) 3, pp. 281-314
Persistent link: https://www.econbiz.de/10003344282