E. Robert Fernholz

Identifiers

• name variant E. Robert Fernholz 0.60 · backfill

Papers (3)

1. Volatility and Arbitrage q-fin.PM · 2016 · author #1
2. Two Brownian Particles with Rank-Based Characteristics and Skew-Elastic Collisions math.PR · 2012 · author #1
3. Planar Diffusions with Rank-Based Characteristics: Transition Probabilities, Time Reversal, Maximality and Perturbed Tanaka equations math.PR · 2011 · author #1

Mentions

• 1206.4350 #1 · backfill · confidence 0.70 E. Robert Fernholz
• 1108.3992 #1 · backfill · confidence 0.70 E. Robert Fernholz

Frequent Coauthors

• Ioannis Karatzas 3 shared papers
• Tomoyuki Ichiba 2 shared papers
• Johannes Ruf 1 shared papers
• Vilmos Prokaj 1 shared papers