On the support of solutions of stochastic differential equations with path-dependent coefficients
Cont, R
Kalinin, A
(23 Jun 2018)
doi:10.48550/arxiv.1806.08988
Interbank lending with benchmark rates: Pareto optima for a class of singular control games
Cont, R
Guo, X
Xu, R
(11 May 2020)
doi:10.48550/arxiv.2005.05766
Liquidity at Risk
Cont, R
Kotlicki, A
Valderrama, L
IMF Working Papers
volume 20
issue 82
(05 Jun 2020)
doi:10.5089/9781513546131.001
Model-free Analysis of Dynamic Trading Strategies
Ananova, A
Cont, R
Xu, R
(05 Nov 2020)
doi:10.48550/arxiv.2011.02870
Universal features of price formation in financial markets: perspectives from deep learning
Sirignano, J
Cont, R
Machine Learning and AI in Finance
5-15
(29 Jan 2021)
doi:10.4324/9781003145714-2
Scaling Properties of Deep Residual Networks
Cohen, A
Cont, R
Rossier, A
Xu, R
(25 May 2021)
doi:10.48550/arxiv.2105.12245
Quadratic variation along refining partitions: Constructions and Examples
Cont, R
Das, P
(26 Sep 2021)
doi:10.48550/arxiv.2109.12635
Universal features of price formation in financial markets: perspectives from deep learning
Sirignano, J
Cont, R
Machine Learning and AI in Finance
5-15
(29 Jan 2021)
doi:10.4324/9781003145714-2
Stochastic Market Microstructure Models of Limit Order Books (abstract only)
Maglaras, C
Cont, R
Pushing the Boundaries: Frontiers in Impactful OR/OM Research
(11 Nov 2020)
doi:10.1287/educ.2020.0222
Fractional Ito calculus
Cont, R
Jin, R
(27 Nov 2021)
doi:10.48550/arxiv.2111.13979