Ice on Suspension Bridge Cables
Hjorth, P Ljungdahl, V Madsen, S Ikonomakis, A Listov-Saabye Pedersen, F Please, C Shirley, M doi:10.33774/miir-2021-b04qk
Undiscounted Markov Chain BSDEs to Stopping Times
Cohen, S Journal of Applied Probability volume 51 issue 1 262-281 (19 Mar 2014) doi:10.1017/s0021900200010226
Backward stochastic difference equations for dynamic convex risk measures on a binomial tree
Elliott, R Siu, T Cohen, S Journal of Applied Probability volume 52 issue 3 771-785 (30 Sep 2015) doi:10.1017/s0021900200113427
Switching Cost Models as Hypothesis Tests
Cohen, S Henckel, T Menzies, G Muhle-Karbe, J Zizzo, D (01 Jan 2018) doi:10.2139/ssrn.3245004
Statistical Predictions of Trading Strategies in Electronic Markets
Cartea, Á Cohen, S Graumans, R Labyad, S Sánchez-Betancourt, L van Veldhuijzen, L doi:10.2139/ssrn.4442770
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) doi:10.1007/978-3-030-22285-7_5
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