pith. sign in

Rama Cont

Identifiers

  • name variant Rama Cont 0.60 · backfill

Papers (21)

  1. On pathwise quadratic variation for cadlag functions math.PR · 2018 · author #2
  2. Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity math.PR · 2018 · author #1
  3. Universal features of price formation in financial markets: perspectives from Deep Learning q-fin.ST · 2018 · author #2
  4. Pathwise integration with respect to paths of finite quadratic variation math.PR · 2016 · author #2
  5. Weak approximation of martingale representations math.PR · 2015 · author #1
  6. Optimal rounding under integer constraints cs.DS · 2014 · author #1
  7. Central Clearing of OTC Derivatives: bilateral vs multilateral netting q-fin.RM · 2013 · author #1
  8. Optimal order placement in limit order markets q-fin.TR · 2012 · author #1
  9. Order book dynamics in liquid markets: limit theorems and diffusion approximations q-fin.TR · 2012 · author #1
  10. Short-time asymptotics for marginal distributions of semimartingales math.PR · 2012 · author #2
  11. Resilience to Contagion in Financial Networks q-fin.RM · 2011 · author #2
  12. Loss-Based Risk Measures q-fin.RM · 2011 · author #1
  13. Price dynamics in a Markovian limit order market q-fin.TR · 2011 · author #1
  14. Nonparametric tests for pathwise properties of semimartingales math.ST · 2011 · author #1
  15. The Price Impact of Order Book Events q-fin.TR · 2010 · author #1
  16. Change of variable formulas for non-anticipative functionals on path space math.PR · 2010 · author #1
  17. Functional It\^{o} calculus and stochastic integral representation of martingales math.PR · 2010 · author #1
  18. Forward equations for option prices in semimartingale models q-fin.PR · 2010 · author #1
  19. Mimicking the marginal distributions of a semimartingale math.PR · 2009 · author #2
  20. Herd behavior and aggregate fluctuations in financial markets cond-mat.stat-mech · 1997 · author #1
  21. Convergent multiplicative processes repelled from zero: power laws and truncated power laws cond-mat · 1996 · author #1

Mentions

  • 1501.00383 #1 · backfill · confidence 0.70 Rama Cont
  • 1501.00014 #1 · backfill · confidence 0.70 Rama Cont
  • 1304.5065 #1 · backfill · confidence 0.70 Rama Cont
  • 1210.1625 #1 · backfill · confidence 0.70 Rama Cont
  • 1202.6412 #1 · backfill · confidence 0.70 Rama Cont
  • 1202.1302 #2 · backfill · confidence 0.70 Rama Cont
  • 1112.5687 #2 · backfill · confidence 0.70 Rama Cont
  • 1110.1436 #1 · backfill · confidence 0.70 Rama Cont
  • 1104.4596 #1 · backfill · confidence 0.70 Rama Cont
  • 1104.4429 #1 · backfill · confidence 0.70 Rama Cont
  • 1011.6402 #1 · backfill · confidence 0.70 Rama Cont
  • 1004.1380 #1 · backfill · confidence 0.70 Rama Cont
  • 1002.2446 #1 · backfill · confidence 0.70 Rama Cont
  • 1001.1380 #1 · backfill · confidence 0.70 Rama Cont
  • 0910.3992 #2 · backfill · confidence 0.70 Rama Cont

Frequent Coauthors