Universal Features of Price Formation in Financial Markets: Perspectives From Deep Learning
 Sirignano, J Cont, R (01 Jan 2018) doi:10.2139/ssrn.3141294
A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics
 Cont, R Mueller, M (01 Jan 2019) doi:10.2139/ssrn.3366536
Universal features of price formation in financial markets: perspectives from Deep Learning
 Sirignano, J Cont, R (19 Mar 2018) doi:10.48550/arxiv.1803.06917
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
Subscribe to