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Philip Protter

Identifiers

  • name variant Philip Protter 0.60 · backfill

Papers (13)

  1. Strict Local Martingales and the Khasminskii test for Explosions q-fin.MF · 2019 · author #1
  2. Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients math.PR · 2017 · author #1
  3. Strict Local Martingales via Filtration Enlargement math.PR · 2016 · author #2
  4. On Progressive Filtration Expansions with a Process; Applications to Insider Trading math.PR · 2014 · author #2
  5. Strict Local Martingales with Jumps math.PR · 2013 · author #1
  6. Is there a bubble in LinkedIn's stock price? q-fin.RM · 2011 · author #3
  7. On progressive filtration expansion with a process math.PR · 2011 · author #2
  8. Linking progressive and initial filtration expansions math.PR · 2011 · author #3
  9. Discretely sampled variance and volatility swaps versus their continuous approximations math.PR · 2011 · author #4
  10. Absolutely Continuous Compensators math.PR · 2010 · author #3
  11. No arbitrage without semimartingales math.PR · 2009 · author #2
  12. Analysis of continuous strict local martingales via h-transforms math.PR · 2007 · author #2
  13. Modeling Credit Risk with Partial Information math.PR · 2004 · author #3

Mentions

  • 1403.6323 #2 · backfill · confidence 0.70 Philip Protter
  • 1307.2436 #1 · backfill · confidence 0.70 Philip Protter
  • 1105.5717 #3 · backfill · confidence 0.70 Philip Protter
  • 1105.1662 #2 · backfill · confidence 0.70 Philip Protter
  • 1104.4139 #3 · backfill · confidence 0.70 Philip Protter
  • 1103.1374 #4 · backfill · confidence 0.70 Philip Protter
  • 1005.3053 #3 · backfill · confidence 0.70 Philip Protter
  • 0906.2318 #2 · backfill · confidence 0.70 Philip Protter
  • 0711.1136 #2 · backfill · confidence 0.70 Philip Protter

Frequent Coauthors