دنبال کردن
Samuel N. Cohen
Samuel N. Cohen
Professor of Mathematics, University of Oxford
ایمیل تأیید شده در maths.ox.ac.uk - صفحهٔ اصلی
عنوان
نقل شده توسط
نقل شده توسط
سال
Stochastic Calculus and Applications‏
SN Cohen, RJ Elliott‏
Birkhäuser Basel-New York, 2nd ed., 2015‏
4132015
Synthetic Data--what, why and how?‏
J Jordon, L Szpruch, F Houssiau, M Bottarelli, G Cherubin, C Maple, ...‏
arXiv preprint arXiv:2205.03257, 2022‏
2422022
A general theory of finite state backward stochastic difference equations‏
SN Cohen, RJ Elliott‏
Stochastic Processes and their Applications 120 (4), 442-466, 2010‏
1022010
Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions‏
SN Cohen, RJ Elliott‏
972010
Solutions of backward stochastic differential equations on Markov chains‏
SN Cohen, RJ Elliott‏
arXiv preprint arXiv:0809.5102, 2008‏
892008
Existence, uniqueness and comparisons for BSDEs in general spaces‏
SN Cohen, RJ Elliott‏
722012
Identifiability in inverse reinforcement learning‏
H Cao, S Cohen, L Szpruch‏
Advances in Neural Information Processing Systems 34, 12362-12373, 2021‏
572021
Backward stochastic difference equations and nearly time-consistent nonlinear expectations‏
SN Cohen, RJ Elliott‏
SIAM Journal on Control and Optimization 49 (1), 125-139, 2011‏
472011
TAPAS: a toolbox for adversarial privacy auditing of synthetic data‏
F Houssiau, J Jordon, SN Cohen, O Daniel, A Elliott, J Geddes, C Mole, ...‏
arXiv preprint arXiv:2211.06550, 2022‏
452022
A general comparison theorem for backward stochastic differential equations‏
SN Cohen, RJ Elliott, CEM Pearce‏
Advances in Applied Probability 42 (3), 878-898, 2010‏
412010
Arbitrage-free neural-SDE market models‏
SN Cohen, C Reisinger, S Wang‏
Applied Mathematical Finance 30 (1), 1-46, 2023‏
392023
Quasi-sure analysis, aggregation and dual representations of sublinear expectations in general spaces‏
S Cohen‏
372012
Ergodic BSDEs driven by Markov chains‏
SN Cohen, Y Hu‏
SIAM Journal on Control and Optimization 51 (5), 4138-4168, 2013‏
302013
Detecting and repairing arbitrage in traded option prices‏
SN Cohen, C Reisinger, S Wang‏
Applied Mathematical Finance 27 (5), 345-373, 2020‏
292020
Black-box model risk in finance‏
SN Cohen, D Snow, L Szpruch‏
Cambridge University Press, 2023‏
282023
A limit order book model for latency arbitrage‏
SN Cohen, L Szpruch‏
Mathematics and Financial Economics 6, 211-227, 2012‏
282012
On Markovian solutions to Markov chain bsdes‏
SN Cohen, L Szpruch‏
arXiv preprint arXiv:1111.5739, 2011‏
272011
Representing filtration consistent nonlinear expectations as g-expectations in general probability spaces‏
SN Cohen‏
Stochastic Processes and their Applications 122 (4), 1601-1626, 2012‏
262012
Sublinear expectations and martingales in discrete time‏
S Cohen, S Ji, S Peng‏
arXiv preprint arXiv:1104.5390, 2011‏
232011
European option pricing with stochastic volatility models under parameter uncertainty‏
SN Cohen, M Tegnér‏
Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications …, 2019‏
202019
سیستم در حال حاضر قادر به انجام عملکرد نیست. بعداً دوباره امتحان کنید.
مقاله‌ها 1–20