متابعة
Rama CONT
Rama CONT
University of Oxford. 牛津大学数学系 دانشگاه آکسفورد Օքսֆորդ
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عنوان
عدد مرات الاقتباسات
عدد مرات الاقتباسات
السنة
Financial modelling with jump processes‏
R Cont, P Tankov‏
Chapman & Hall / CRC Press, 2004‏
6482*2004
Empirical properties of asset returns: stylized facts and statistical issues‏
R Cont‏
Quantitative Finance 1 (2), 223-236, 2001‏
44872001
Herd behavior and aggregate fluctuations in financial markets‏
R Cont, JP Bouchaud‏
Macroeconomic dynamics 4 (2), 170-196, 2000‏
12102000
A finite difference scheme for option pricing in jump-diffusion and exponential Lévy models‏
R Cont, E Voltchkova‏
SIAM Journal of Numerical Analysis 43 (4), 1596-1626, 2005‏
6762005
Network structure and systemic risk in banking systems‏
R Cont, A Moussa, E Santos‏
Handbook on Systemic Risk, 327-368, 2013‏
6402013
A stochastic model for order book dynamics‏
R Cont, S Stoikov, R Talreja‏
Operations Research 58 (3), 549-563, 2010‏
6212010
Dynamics of implied volatility surfaces‏
R Cont, J Da Fonseca‏
Quantitative finance 2 (1), 45-60, 2002‏
6052002
Volatility Clustering in Financial Markets: Empirical Facts and Agent-Based Models.‏
R Cont‏
Long Memory in Economics, 289-310, 2007‏
5742007
The price impact of order book events‏
R Cont, A Kukanov, S Stoikov‏
Journal of Financial Econometrics 12 (1), 48-77, 2014‏
5332014
Model uncertainty and its impact on the pricing of derivative instruments‏
R Cont‏
Mathematical Finance 16 (3), 519-547, 2006‏
5112006
Robustness and sensitivity analysis of risk measurement procedures‏
R Cont, R Deguest, G Scandolo‏
Quantitative finance 10 (6), 593-606, 2010‏
4882010
A Langevin approach to stock market fluctuations and crashes‏
JP Bouchaud, R Cont‏
The European Physical Journal B-Condensed Matter and Complex Systems 6 (4 …, 1998‏
4631998
Resilience to contagion in financial networks‏
H Amini, R Cont, A Minca‏
Mathematical Finance 26 (2), 329-365, 2016‏
4492016
Nonparametric calibration of jump-diffusion processes‏
R Cont, P Tankov‏
Journal of Computational Finance 7 (3), 1-49, 2004‏
406*2004
Price dynamics in a Markovian limit order market‏
R Cont, A De Larrard‏
SIAM Journal on Financial Mathematics 4 (1), 1-25, 2013‏
3812013
Universal features of price formation in financial markets: perspectives from Deep Learning‏
J Sirignano, R Cont‏
Quantitative Finance 19 (9), 1449-1459, 2019‏
3702019
Convergent multiplicative processes repelled from zero: power laws and truncated power laws‏
D Sornette, R Cont‏
Journal de Physique I 7 (3), 431-444, 1997‏
3501997
Functional Ito calculus and stochastic integral representation of martingales‏
R Cont, DA Fournie‏
Annals of Probability 41 (1), 109-133, 2013‏
3282013
Scaling in stock market data: stable laws and beyond‏
R Cont, JP Bouchaud, M Potters‏
B. Dubrulle, F. Graner, D. Sornette (eds.) Scale Invariance and Beyond, 75-85, 1997‏
317*1997
Integro-differential equations for option prices in exponential Lévy models‏
R Cont, E Voltchkova‏
Finance and Stochastics 9 (3), 299-325, 2005‏
2562005
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مقالات 1–20