Philip Protter
University of Wisconsin–Madison(US)Columbia University(US)
Publications by Year
Research Areas
Stochastic processes and financial applications, Economic theories and models, Financial Markets and Investment Strategies, Financial Risk and Volatility Modeling, Complex Systems and Time Series Analysis
Most-Cited Works
- → Stochastic Integration and Differential Equations(2005)4,673 cited
- → Solving forward-backward stochastic differential equations explicitly — a four step scheme(1994)750 cited
- → Stochastic Integration and Differential Equations : A New Approach(2014)696 cited
- → Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations(1991)542 cited
- → Asymptotic error distributions for the Euler method for stochastic differential equations(1998)417 cited
- → An analysis of a least squares regression method for American option pricing(2002)352 cited