Author/Creator: Cohen, Samuel N. - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Cohen, Samuel N.

1. Backward stochastic difference equations for dynamic convex risk measures on a binomial tree. (September 2015)

Authors:: Elliott, Robert J.; Siu, Tak Kuen; Cohen, Samuel N.
Journal:: Journal of applied probability
Issue:: Volume 52:Number 3(2015)
Page Start:: 771
Record Type:: Journal Article
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2. Detecting and Repairing Arbitrage in Traded Option Prices. Issue 5 (2nd September 2020)

Authors:: Cohen, Samuel N.; Reisinger, Christoph; Wang, Sheng
Journal:: Applied mathematical finance
Issue:: Volume 27:Issue 5(2020)
Page Start:: 345
Record Type:: Journal Article
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3. Ergodic backward stochastic difference equations. Issue 8 (16th November 2016)

Authors:: Allan, Andrew L.; Cohen, Samuel N.
Journal:: Stochastics
Issue:: Volume 88:Issue 8(2016)
Page Start:: 1207
Record Type:: Journal Article
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4. Malliavin calculus in a binomial framework. (13th February 2018)

Authors:: Cohen, Samuel N.; Elliott, Robert J.; Siu, Tak Kuen
Journal:: Applied stochastic models in business and industry
Issue:: Volume 34:Number 6(2018)
Page Start:: 774
Record Type:: Journal Article
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5. Nash equilibria for nonzero-sum ergodic stochastic differential games. (30th November 2017)

Authors:: Cohen, Samuel N.; Fedyashov, Victor
Journal:: Journal of applied probability
Issue:: Volume 54:Number 4(2017)
Page Start:: 977
Record Type:: Journal Article
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6. Undiscounted Markov Chain BSDEs to Stopping Times. (30th January 2018)

Authors:: Cohen, Samuel N.
Journal:: Journal of applied probability
Issue:: Volume 51:Number 1(2014)
Page Start:: 262
Record Type:: Journal Article
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7. Undiscounted Markov Chain BSDEs to Stopping Times. (March 2014)

Authors:: Cohen, Samuel N.
Journal:: Journal of applied probability
Issue:: Volume 51:Number A(2014)
Page Start:: 262
Record Type:: Journal Article
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