BibTeX records: Philip Protter

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@article{DBLP:journals/siamfm/ProtterWY24,
  author       = {Philip Protter and
                  Qianfan Wu and
                  Shihao Yang},
  title        = {Order Book Queue Hawkes Markovian Modeling},
  journal      = {{SIAM} J. Financial Math.},
  volume       = {15},
  number       = {1},
  pages        = {1--25},
  year         = {2024},
  url          = {https://doi.org/10.1137/22m1470815},
  doi          = {10.1137/22M1470815},
  timestamp    = {Thu, 29 Feb 2024 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/siamfm/ProtterWY24.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/siamfm/JarrowP15,
  author       = {Robert Jarrow and
                  Philip Protter},
  title        = {Liquidity Suppliers and High Frequency Trading},
  journal      = {{SIAM} J. Financial Math.},
  volume       = {6},
  number       = {1},
  pages        = {189--200},
  year         = {2015},
  url          = {https://doi.org/10.1137/140967702},
  doi          = {10.1137/140967702},
  timestamp    = {Mon, 26 Oct 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/siamfm/JarrowP15.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/JarrowKLP13,
  author       = {Robert Jarrow and
                  Younes Kchia and
                  Martin Larsson and
                  Philip Protter},
  title        = {Discretely sampled variance and volatility swaps versus their continuous
                  approximations},
  journal      = {Finance Stochastics},
  volume       = {17},
  number       = {2},
  pages        = {305--324},
  year         = {2013},
  url          = {https://doi.org/10.1007/s00780-012-0183-2},
  doi          = {10.1007/S00780-012-0183-2},
  timestamp    = {Mon, 26 Oct 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/fs/JarrowKLP13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/siamfm/JarrowKP11,
  author       = {Robert Jarrow and
                  Younes Kchia and
                  Philip Protter},
  title        = {How to Detect an Asset Bubble},
  journal      = {{SIAM} J. Financial Math.},
  volume       = {2},
  number       = {1},
  pages        = {839--865},
  year         = {2011},
  url          = {https://doi.org/10.1137/10079673X},
  doi          = {10.1137/10079673X},
  timestamp    = {Mon, 26 Oct 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/siamfm/JarrowKP11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/JacodP10,
  author       = {Jean Jacod and
                  Philip Protter},
  title        = {Risk-neutral compatibility with option prices},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {2},
  pages        = {285--315},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-009-0109-9},
  doi          = {10.1007/S00780-009-0109-9},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/JacodP10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/JarrowPS07,
  author       = {Robert A. Jarrow and
                  Philip Protter and
                  A. Deniz Sezer},
  title        = {Information reduction via level crossings in a credit risk model},
  journal      = {Finance Stochastics},
  volume       = {11},
  number       = {2},
  pages        = {195--212},
  year         = {2007},
  url          = {https://doi.org/10.1007/s00780-006-0033-1},
  doi          = {10.1007/S00780-006-0033-1},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/JarrowPS07.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/CetinJP04,
  author       = {Umut {\c{C}}etin and
                  Robert A. Jarrow and
                  Philip Protter},
  title        = {Liquidity risk and arbitrage pricing theory},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {3},
  pages        = {311--341},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-004-0123-x},
  doi          = {10.1007/S00780-004-0123-X},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/CetinJP04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/ClementLP02,
  author       = {Emmanuelle Clement and
                  Damien Lamberton and
                  Philip Protter},
  title        = {An analysis of a least squares regression method for American option
                  pricing},
  journal      = {Finance Stochastics},
  volume       = {6},
  number       = {4},
  pages        = {449--471},
  year         = {2002},
  url          = {https://doi.org/10.1007/s007800200071},
  doi          = {10.1007/S007800200071},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/ClementLP02.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/DritschelP99,
  author       = {Michael Dritschel and
                  Philip Protter},
  title        = {Complete markets with discontinuous security price},
  journal      = {Finance Stochastics},
  volume       = {3},
  number       = {2},
  pages        = {203--214},
  year         = {1999},
  url          = {https://doi.org/10.1007/s007800050058},
  doi          = {10.1007/S007800050058},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/DritschelP99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/siamrev/Protter96,
  author       = {Philip Protter},
  title        = {Numerical Solution of {SDE} through Computer Experiments {(P.} E.
                  Kloeden, E. Platen, and H. Schurz)},
  journal      = {{SIAM} Rev.},
  volume       = {38},
  number       = {1},
  pages        = {177--178},
  year         = {1996},
  url          = {https://doi.org/10.1137/1038030},
  doi          = {10.1137/1038030},
  timestamp    = {Tue, 29 Sep 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/siamrev/Protter96.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/siamrev/Protter95,
  author       = {Philip Protter},
  title        = {Random Series and Stochastic Integrals: Single and Multiple (Stanislaw
                  Kwapien and Wojbar A. Woyczynski)},
  journal      = {{SIAM} Rev.},
  volume       = {37},
  number       = {1},
  pages        = {135--136},
  year         = {1995},
  url          = {https://doi.org/10.1137/1037035},
  doi          = {10.1137/1037035},
  timestamp    = {Tue, 29 Sep 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/siamrev/Protter95.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/siamrev/Protter91,
  author       = {Philip Protter},
  title        = {Limit Theorems for Stochastic Processes {(J.} Jacod and {A} . N. Shiryaev)},
  journal      = {{SIAM} Rev.},
  volume       = {33},
  number       = {2},
  pages        = {332--333},
  year         = {1991},
  url          = {https://doi.org/10.1137/1033087},
  doi          = {10.1137/1033087},
  timestamp    = {Tue, 29 Sep 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/siamrev/Protter91.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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