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Dandapani, Aditi
11  Ergebnisse:
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1

Strict local martingales and the Khasminskii test for explo..:

Dandapani, Aditi ; Protter, Philip
Stochastic Processes and their Applications.  150 (2022)  - p. 716-728 , 2022
Link: https://doi.org/10.1016/..
 
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2

Insiders and Their Free Lunches: The Role of Short Position:

Coculescu, Delia ; Dandapani, Aditi
SIAM Journal on Financial Mathematics.  13 (2022)  3 - p. 877-902 , 2022
Link: https://doi.org/10.1137/..
 
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3

From quadratic Hawkes processes to super-Heston rough volat..:

Dandapani, Aditi ; Jusselin, Paul ; Rosenbaum, Mathieu
Quantitative Finance.  21 (2021)  8 - p. 1235-1247 , 2021
Link: https://doi.org/10.1080/..
 
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4

A quantum spectral method for simulating stochastic process..:

Bouland, Adam ; Dandapani, Aditi ; Prakash, Anupam
http://arxiv.org/abs/2303.06719.  , 2023
Link: http://arxiv.org/abs/230..
 
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5

Credit Valuation Adjustment in Credit Risk with Simultaneou..:

Dandapani, Aditi ; Protter, Philip
http://arxiv.org/abs/2010.15212.  , 2020
Link: http://arxiv.org/abs/201..
 
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6

Insiders and their Free Lunches: the Role of Short Position:

Coculescu, Delia ; Dandapani, Aditi
http://arxiv.org/abs/2012.00359.  , 2020
Link: http://arxiv.org/abs/201..
 
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7

From quadratic Hawkes processes to super-Heston rough volat..:

Dandapani, Aditi ; Jusselin, Paul ; Rosenbaum, Mathieu
http://arxiv.org/abs/1907.06151.  , 2019
Link: http://arxiv.org/abs/190..
 
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8

Strict Local Martingales and the Khasminskii test for Explo..:

Protter, Philip ; Dandapani, Aditi
http://arxiv.org/abs/1903.02383.  , 2019
Link: http://arxiv.org/abs/190..
 
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9

Enlargement of Filtration and the Strict Local Martingale P..:

Dandapani, Aditi
https://doi.org/10.7916/D8XW4JZ2.  , 2016
Link: https://doi.org/10.7916/..
 
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10

Strict Local Martingales via Filtration Enlargement:

Dandapani, Aditi ; Protter, Philip
http://arxiv.org/abs/1608.06361.  , 2016
Link: http://arxiv.org/abs/160..
 
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11

Stochastic model of virus and defective interfering particl..:

Clark, Neil R ; Tapia, Karla A ; Dandapani, Aditi...
http://arxiv.org/abs/1108.4901.  , 2011
Link: http://arxiv.org/abs/110..
 
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