Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence von Çetin, U., Jarrow, R., Protter, P., Warachka, M.

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The approximate Euler method for Lévy driven stochastic differential equations von Jacod, Jean, Kurtz, Thomas G., Méléard, Sylvie, Protter, Philip

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PROGRESSIVE FILTRATION EXPANSIONS VIA A PROCESS, WITH APPLICATIONS TO INSIDER TRADING von KCHIA, YOUNES, PROTTER, PHILIP

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Probability Essentials von Jacod, Jean, Protter, Philip

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An analysis of a least squares regression method for American option pricing von Clément, Emmanuelle, Lamberton, Damien, Protter, Philip

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Probability Essentials von Jacod, Jean, Protter, Philip

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Liquidity risk and arbitrage pricing theory von Çetin, Umut, Jarrow, Robert A, Protter, Philip

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Acknowledgement to reviewers von Protter, P.

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Acknowledgement to reviewers von Protter, P.

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A Mathematical Theory of Financial Bubbles von Benth, Fred Espen, Crisan, Dan, Muhle-Karbe, Johannes, Nee, Colm, Protter, Philip, Guasoni, Paolo, Manolarakis, Konstantinos

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Asymptotic Error Distributions for the Euler Method for Stochastic Differential Equations von Jacod, Jean, Protter, Philip

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Numerical Method for Backward Stochastic Differential Equations von Ma, Jin, Protter, Philip, San Martín, Jaime, Torres, Soledad

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RELATING TOP-DOWN WITH BOTTOM-UP APPROACHES IN THE EVALUATION OF ABS WITH LARGE COLLATERAL POOLS von DIENER, NICOLAS, JARROW, ROBERT, PROTTER, PHILIP

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AN ANALYSIS OF THE SUPPLY CURVE FOR LIQUIDITY RISK THROUGH BOOK DATA von BLAIS, MARCEL, PROTTER, PHILIP

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Modeling Credit Risk with Partial Information von Umut Çetin, Jarrow, Robert, Protter, Philip, Yildiray Yildirim

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A partial introduction to financial asset pricing theory von Protter, Philip

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FORWARD AND FUTURES PRICES WITH BUBBLES von JARROW, ROBERT A., PROTTER, PHILIP

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ABSOLUTELY CONTINUOUS COMPENSATORS von JANSON, SVANTE, M'BAYE, SOKHNA, PROTTER, PHILIP

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The Euler Scheme for Levy Driven Stochastic Differential Equations von Protter, Philip, Talay, Denis

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Acknowledgement to referees von Protter, P., Vares, M.E.

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