4. Economy
  5. Quantitative Finance
  6. Risk Management

Philip Protter

Economy – Quantitative Finance – Risk Management

Scientist

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Scientist

Absolutely Continuous Compensators

Mathematics – Probability
Scientific paper

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Analysis of continuous strict local martingales via h-transforms

Mathematics – Probability
Scientific paper

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Discretely sampled variance and volatility swaps versus their continuous approximations

Mathematics – Probability
Scientific paper

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Is there a bubble in LinkedIn's stock price?

Economy – Quantitative Finance – Risk Management
Scientific paper

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Linking progressive and initial filtration expansions

Mathematics – Probability
Scientific paper

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