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volume 51
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Backward stochastic difference equations for dynamic convex risk measures on a binomial tree
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Cohen, S
Journal of Applied Probability
volume 52
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Switching Cost Models as Hypothesis Tests
Cohen, S
Henckel, T
Menzies, G
Muhle-Karbe, J
Zizzo, D
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Statistical Predictions of Trading Strategies in Electronic Markets
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Cohen, S
Graumans, R
Labyad, S
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European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty
Cohen, S
Tegnér, M
Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications
volume 289
123-167
(01 Sep 2019)
Correlated Bandits for Dynamic Pricing Via the Arc Algorithm
Treetanthiploet, T
Cohen, S
(01 Jan 2021)
Glaciers and ice sheets
Fowler, A
The Mathematics of Models for Climatology and Environment
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On the flow of polythermal glaciers. II. Surface wave analysis
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A theoretical treatment of the sliding of glaciers in the absense of cavitation
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Philosophical Transactions of the Royal Society A Mathematical Physical and Engineering Sciences
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The Onset of Freckling in the Solidification of Binary Alloys
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