4. Mathematics
  5. Probability

Samuel N. Cohen

Mathematics – Probability

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A general theory of Finite State Backward Stochastic Difference Equations

Mathematics – Probability
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A limit order book model for latency arbitrage

Economy – Quantitative Finance – Trading and Market Microstructure
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Chaos representations for Marked Point Processes

Mathematics – Probability
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Existence and Comparisons for BSDEs in general spaces

Mathematics – Probability
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On Markovian solutions to Markov Chain BSDEs

Mathematics – Probability
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Profile ID: LFWR-SCP-P-18149

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