E-LIB Suche - Ergebnisse für: Cont, Rama

1

Rough Volatility: Fact or Artefact?:

Cont, Rama ; Das, Purba
Sankhya B. 86 (2024) 1 - p. 191-223 , 2024

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

2

Stochastic Modeling of Intraday Electricity Markets:

Milbradt, Cassandra , 2023

Link: https://nbn-resolving.de..

3

A model‐free approach to continuous‐time finance:

Chiu, Henry ; Cont, Rama
Mathematical Finance. 33 (2023) 2 - p. 257-273 , 2023

Link: https://doi.org/10.1111/..

4

Dynamics of market making algorithms in dealer markets: Lea..:

Cont, Rama ; Xiong, Wei
Mathematical Finance. 34 (2023) 2 - p. 467-521 , 2023

Link: https://doi.org/10.1111/..

5

Analysis and modeling of client order flow in limit order m..:

Cont, Rama ; Cucuringu, Mihai ; Glukhov, Vacslav.
Quantitative Finance. 23 (2023) 2 - p. 187-205 , 2023

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

6

In memoriam: Marco Avellaneda (1955–2022):

Cont, Rama
Mathematical Finance. 33 (2023) 1 - p. 3-15 , 2023

Link: https://doi.org/10.1111/..

7

Simulation of Arbitrage-Free Implied Volatility Surfaces:

Cont, Rama ; Vuletić, Milena
Applied Mathematical Finance. 30 (2023) 2 - p. 94-121 , 2023

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

8

Cross-impact of order flow imbalance in equity markets:

Cont, Rama ; Cucuringu, Mihai ; Zhang, Chao
Quantitative Finance. 23 (2023) 10 - p. 1373-1393 , 2023

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

9

Causal functional calculus:

Chiu, Henry ; Cont, Rama
Transactions of the London Mathematical Society. 9 (2022) 1 - p. 237-269 , 2022

Link: https://doi.org/10.1112/..

10

Quadratic variation along refining partitions: Construction..:

Cont, Rama ; Das, Purba
Journal of Mathematical Analysis and Applications. 512 (2022) 2 - p. 126173 , 2022

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

11

Dynamic Calibration of Order Flow Models with Generative Ad..:

, In: 3rd ACM International Conference on AI in Finance,

Prenzel, Felix ; Cont, Rama ; Cucuringu, Mihai. - p. 446-453 , 2022

Link: https://dl.acm.org/doi/1..

12

Interbank lending with benchmark rates: Pareto optima for a..:

Cont, Rama ; Guo, Xin ; Xu, Renyuan
Mathematical Finance. 31 (2021) 4 - p. 1357-1393 , 2021

Link: https://doi.org/10.1111/..

13

Modelling COVID-19 contagion: risk assessment and targeted ..:

Cont, Rama ; Kotlicki, Artur ; Xu, Renyuan
Royal Society Open Science. 8 (2021) 3 - p. , 2021

Link: https://doi.org/10.1098/..

14

A Stochastic Partial Differential Equation Model for Limit ..:

Cont, Rama ; Müller, Marvin S.
SIAM Journal on Financial Mathematics. 12 (2021) 2 - p. 744-787 , 2021

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

15

Interactions of market making algorithms : a study on pe..:

, In: Proceedings of the Second ACM International Conference on AI in Finance,

Xiong, Wei ; Cont, Rama - p. 1-9 , 2021

Link: https://dl.acm.org/doi/1..