Authors: Protter, P

Citation: P. Protter, A partial introduction to financial asset pricing theory, STOCH PR AP, 91(2), 2001, pp. 169-203

Authors: Del Moral, P Jacod, J Protter, P

Citation: P. Del Moral et al., The Monte-Carlo method for filtering with discrete-time observations, PROB TH REL, 120(3), 2001, pp. 346-368

Authors: Ma, J Protter, P Zhang, JF

Citation: J. Ma et al., Explicit form and path regularity of martingale representations, LEVY PROCESSES: THEORY AND APPLICATIONS, 2001, pp. 337-360

Authors: Follmer, H Protter, P

Citation: H. Follmer et P. Protter, On Ito's formula for multidimensional Brownian motion, PROB TH REL, 116(1), 2000, pp. 1-20

Authors: Jacod, J Meleard, S Protter, P

Citation: J. Jacod et al., Explicit form and robustness of martingale representations, ANN PROBAB, 28(4), 2000, pp. 1747-1780

Authors: Protter, P

Citation: P. Protter, Arbitrage theory in continuous times., J FINANCE, 55(1), 2000, pp. 518-520