On pathwise quadratic variation for cadlag functions
Chiu, H
Cont, R
(19 Jun 2018)
On the support of solutions of stochastic differential equations with path-dependent coefficients
Cont, R
Kalinin, A
(23 Jun 2018)
Interbank lending with benchmark rates: Pareto optima for a class of singular control games
Cont, R
Guo, X
Xu, R
(11 May 2020)
Liquidity at Risk
Cont, R
Kotlicki, A
Valderrama, L
IMF Working Papers
volume 20
issue 82
(05 Jun 2020)
Model-free Analysis of Dynamic Trading Strategies
Ananova, A
Cont, R
Xu, R
(05 Nov 2020)
Scaling Properties of Deep Residual Networks
Cohen, A
Cont, R
Rossier, A
Xu, R
(25 May 2021)
Quadratic variation along refining partitions: Constructions and Examples
Cont, R
Das, P
(26 Sep 2021)
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)
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)
Fractional Ito calculus
Cont, R
Jin, R
(27 Nov 2021)