Items where Author is "Protter, P."

Cetin, Umut ORCID: 0000-0001-8905-853X, Jarrow, R. and Protter, P. (2010) Liquidity risk and arbitrage pricing theory. In: Lee, Cheng-Few, Lee, Alice C. and Lee, John, (eds.) Handbook of Quantitative Finance and Risk Management. Springer Berlin / Heidelberg, New York, USA. ISBN 9780387771168

Cetin, Umut ORCID: 0000-0001-8905-853X, Jarrow, R., Protter, P. and Yildirim, Y. (2004) Modeling credit risk with partial information. Annals of Applied Probability, 14 (3). pp. 1167-1178. ISSN 1050-5164