1. A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES. (6th July 2011) Authors: Cont, Rama; Kokholm, Thomas Journal: Mathematical finance Issue: Volume 23:Number 2(2013:Apr.) Page Start: 248 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Analysis and modeling of client order flow in limit order markets. Issue 2 (1st February 2023) Authors: Cont, Rama; Cucuringu, Mihai; Glukhov, Vacslav; Prenzel, Felix Journal: Quantitative finance Issue: Volume 23:Issue 2(2023) Page Start: 187 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Causal functional calculus. (8th October 2022) Authors: Chiu, Henry; Cont, Rama Journal: Transactions of the London Mathematical Society Issue: Volume 9:Number 1(2022) Page Start: 237 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. EQUITY CORRELATIONS IMPLIED BY INDEX OPTIONS: ESTIMATION AND MODEL UNCERTAINTY ANALYSIS. (3rd February 2012) Authors: Cont, Rama; Deguest, Romain Journal: Mathematical finance Issue: Volume 23:Number 3(2013:Jul.) Page Start: 496 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. FIRE SALES FORENSICS: MEASURING ENDOGENOUS RISK. (1st September 2014) Authors: Cont, Rama; Wagalath, Lakshithe Journal: Mathematical finance Issue: Volume 26:Number 4(2016:Oct.) Page Start: 835 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. In memoriam: Marco Avellaneda (1955–2022). (10th January 2023) Authors: Cont, Rama Journal: Mathematical finance Issue: Volume 33:Number 1(2023) Page Start: 3 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Interbank lending with benchmark rates: Pareto optima for a class of singular control games. (13th July 2021) Authors: Cont, Rama; Guo, Xin; Xu, Renyuan Other Names: Obloj Jan guestEditor.; Zariphopoulou Thaleia guestEditor. Journal: Mathematical finance Issue: Volume 31:Number 4(2021) Page Start: 1357 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Optimal order placement in limit order markets. Issue 1 (2nd January 2017) Authors: Cont, Rama; Kukanov, Arseniy Journal: Quantitative finance Issue: Volume 17:Issue 1(2017) Page Start: 21 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. RECOVERING PORTFOLIO DEFAULT INTENSITIES IMPLIED BY CDO QUOTES. (22nd June 2011) Authors: Cont, Rama; Minca, Andreea Journal: Mathematical finance Issue: Volume 23:Number 1(2013:Jan.) Page Start: 94 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS. (9th October 2013) Authors: Amini, Hamed; Cont, Rama; Minca, Andreea Journal: Mathematical finance Issue: Volume 26:Number 2(2016:Apr.) Page Start: 329 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗