1 - 20 toradh á dtaispeáint as 30 toradh san iomlán ar an gcuardach 'Cont, R', am iarratais: 0.07s Beachtaigh na torthaí
  1. 1
    In memoriam: Marco Avellaneda (1955-2022)

    In memoriam: Marco Avellaneda (1955-2022) de réir Cont, R

    Foilsithe / Cruthaithe 2023
    Journal article
  2. 2
    Optimal order placement in limit order markets

    Optimal order placement in limit order markets de réir Cont, R, Kukanov, A

    Foilsithe / Cruthaithe 2016
    Journal article
  3. 3
    Interactions of market making algorithms

    Interactions of market making algorithms de réir Xiong, W, Cont, R

    Foilsithe / Cruthaithe 2022
    Conference item
  4. 4
    Dynamics of market making algorithms in dealer markets: learning and tacit collusion

    Dynamics of market making algorithms in dealer markets: learning and tacit collusion de réir Cont, R, Xiong, W

    Foilsithe / Cruthaithe 2023
    Journal article
  5. 5
    Fractional Ito calculus

    Fractional Ito calculus de réir Cont, R, Jin, R

    Foilsithe / Cruthaithe 2024
    Journal article
  6. 6
    Monitoring indirect contagion

    Monitoring indirect contagion de réir Cont, R, Schaanning, E

    Foilsithe / Cruthaithe 2019
    Journal article
  7. 7
    Quadratic variation along refining partitions: Constructions and examples

    Quadratic variation along refining partitions: Constructions and examples de réir Cont, R, Das, P

    Foilsithe / Cruthaithe 2022
    Journal article
  8. 8
    Simulation of arbitrage-free implied volatility surfaces

    Simulation of arbitrage-free implied volatility surfaces de réir Cont, R, Vuletić, M

    Foilsithe / Cruthaithe 2023
    Journal article
  9. 9
    Simulation of arbitrage-free implied volatility surfaces

    Simulation of arbitrage-free implied volatility surfaces de réir Cont, R, Vuletic, M

    Foilsithe / Cruthaithe 2022
    Internet publication
  10. 10
    On pathwise quadratic variation for càdlàg functions

    On pathwise quadratic variation for càdlàg functions de réir Chiu, H, Cont, R

    Foilsithe / Cruthaithe 2018
    Journal article
  11. 11
    Rough volatility: fact or artefact?

    Rough volatility: fact or artefact? de réir Cont, R, Das, P

    Foilsithe / Cruthaithe 2024
    Journal article
  12. 12
    A stochastic partial differential equation model for limit order book dynamics

    A stochastic partial differential equation model for limit order book dynamics de réir Cont, R, Mueller, MS

    Foilsithe / Cruthaithe 2021
    Journal article
  13. 13
    Pathwise integration with respect to paths of finite quadratic variation

    Pathwise integration with respect to paths of finite quadratic variation de réir Ananova, A, Cont, R

    Foilsithe / Cruthaithe 2016
    Journal article
  14. 14
    A model-free approach to continuous-time finance

    A model-free approach to continuous-time finance de réir Chiu, H, Cont, R

    Foilsithe / Cruthaithe 2023
    Journal article
  15. 15
    Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity

    Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity de réir Cont, R, Perkowski, N

    Foilsithe / Cruthaithe 2019
    Journal article
  16. 16
    Quadratic variation and quadratic roughness

    Quadratic variation and quadratic roughness de réir Cont, R, Das, P

    Foilsithe / Cruthaithe 2022
    Journal article
  17. 17
    Scaling in stock market data: stable laws and beyond

    Scaling in stock market data: stable laws and beyond de réir Cont, R, Potters, M, Bouchaud, J

    Foilsithe / Cruthaithe 1997
    Conference item
  18. 18
    Stochastic integration by parts and functional itô calculus

    Stochastic integration by parts and functional itô calculus de réir Bally, V, Caramellino, L, Cont, R

    Foilsithe / Cruthaithe 2016
    LEABHAR
  19. 19
    Interbank lending with benchmark rates: Pareto optima for a class of singular control games

    Interbank lending with benchmark rates: Pareto optima for a class of singular control games de réir Cont, R, Guo, X, Xu, R

    Foilsithe / Cruthaithe 2021
    Journal article
  20. 20
    Modelling COVID-19 contagion: risk assessment and targeted mitigation policies

    Modelling COVID-19 contagion: risk assessment and targeted mitigation policies de réir Cont, R, Kotlicki, A, Xu, R

    Foilsithe / Cruthaithe 2021
    Journal article

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