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)
Switching Cost Models as Hypothesis Tests
Cohen, S
Henckel, T
Menzies, G
Muhle-Karbe, J
Zizzo, D
(01 Jan 2018)
Statistical Predictions of Trading Strategies in Electronic Markets
Cartea, Á
Cohen, S
Graumans, R
Labyad, S
Sánchez-Betancourt, L
van Veldhuijzen, L
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)
Bigness in Compatible Systems
Snowden, A
Wiles, A
Elliptic Curves, Modular Forms and Iwasawa Theory
volume 188
469-492
(16 Jan 2016)
Robust Iterative Solution of a Class of Time‐Dependent Optimal Control Problems
Pearson, J
Stoll, M
Wathen, A
PAMM
volume 12
issue 1
3-6
(03 Dec 2012)
Preface
Brandts, J
Fischer, B
Wathen, A
Linear Algebra and its Applications
volume 431
issue 3-4
299
(Jul 2009)
Models of Incompressible Fluid Flow
Elman, H
Silvester, D
Wathen, A
Finite Elements and Fast Iterative Solvers
1-8
(01 Jun 2014)
Solution of Discrete Navier–Stokes Problems
Elman, H
Silvester, D
Wathen, A
Finite Elements and Fast Iterative Solvers
359-411
(01 Jun 2014)