E-LIB Suche - Ergebnisse für: Cohen, Samuel N.

1

Subtle variation in sepsis-III definitions markedly influen..:

Cohen, Samuel N. ; Foster, James ; Foster, Peter...
Scientific Reports. 14 (2024) 1 - p. , 2024

Link: https://doi.org/10.1038/..

2

Inefficiency of CFMs: Hedging Perspective and Agent-Based S..:

, In: Financial Cryptography and Data Security. FC 2023 International Workshops; Lecture Notes in Computer Science,

Cohen, Samuel N. ; Sabaté-Vidales, Marc ; Šiška, David. - p. 303-319 , 2023

Link: https://doi.org/10.1007/..

3

Arbitrage-Free Neural-SDE Market Models:

Cohen, Samuel N. ; Reisinger, Christoph ; Wang, Sheng
Applied Mathematical Finance. 30 (2023) 1 - p. 1-46 , 2023

Link: https://doi.org/10.1080/..

4

Hedging Option Books Using Neural-SDE Market Models:

Cohen, Samuel N. ; Reisinger, Christoph ; Wang, Sheng
Applied Mathematical Finance. 29 (2022) 5 - p. 366-401 , 2022

Link: https://doi.org/10.1080/..

5

PATHWISE STOCHASTIC CONTROL WITH APPLICATIONS TO ROBUST FIL..:

Allan, Andrew L. ; Cohen, Samuel N.
The Annals of Applied Probability. 30 (2020) 5 - p. 2274-2310 , 2020

Link: https://www.jstor.org/st..

6

Uncertainty and filtering of hidden Markov models in discre..:

Cohen, Samuel N.
Probability, Uncertainty and Quantitative Risk. 5 (2020) 1 - p. , 2020

Link: https://doi.org/10.1186/..

7

Detecting and Repairing Arbitrage in Traded Option Prices:

Cohen, Samuel N. ; Reisinger, Christoph ; Wang, Sheng
Applied Mathematical Finance. 27 (2020) 5 - p. 345-373 , 2020

Link: https://doi.org/10.1080/..

8

Parameter Uncertainty in the Kalman--Bucy Filter:

Allan, Andrew L. ; Cohen, Samuel N.
SIAM Journal on Control and Optimization. 57 (2019) 3 - p. 1646-1671 , 2019

Link: https://doi.org/10.1137/..

9

Frontiers in Stochastic Analysis–BSDEs, SPDEs and their App..

Springer Proceedings in Mathematics & Statistics, 289

Cohen, Samuel N ; Gyöngy, István ; dos Reis, Gonҫalo.. - 1st ed. 2019 . , 2019

Link: https://doi.org/10.1007/..

10

European Option Pricing with Stochastic Volatility Models U..:

, In: Springer Proceedings in Mathematics & Statistics; Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications,

Cohen, Samuel N. ; Tegnér, Martin - p. 123-167 , 2019

Link: https://doi.org/10.1007/..

11

Switching cost models as hypothesis tests:

Cohen, Samuel N. ; Henckel, Timo ; Menzies, Gordon D...
Economics Letters. 175 (2019) - p. 32-35 , 2019

Link: https://doi.org/10.1016/..

12

Malliavin calculus in a binomial framework:

Cohen, Samuel N. ; Elliott, Robert J. ; Siu, Tak Kuen
Applied Stochastic Models in Business and Industry. 34 (2018) 6 - p. 774-781 , 2018

Link: https://doi.org/10.1002/..

13

NASH EQUILIBRIA FOR NONZERO-SUM ERGODIC STOCHASTIC DIFFEREN..:

COHEN, SAMUEL N. ; FEDYASHOV, VICTOR
Journal of Applied Probability. 54 (2017) 4 - p. 977-994 , 2017

Link: https://www.jstor.org/st..

14

Nash equilibria for nonzero-sum ergodic stochastic differen..:

Cohen, Samuel N. ; Fedyashov, Victor
Journal of Applied Probability. 54 (2017) 4 - p. 977-994 , 2017

Link: https://doi.org/10.1017/..

15

Ergodic backward stochastic difference equations:

Allan, Andrew L. ; Cohen, Samuel N.
Stochastics. 88 (2016) 8 - p. 1207-1239 , 2016

Link: https://doi.org/10.1080/..