Optimal group size in microlending von Protter, Philip, Quintos, Alejandra

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ASSET PRICE BUBBLES IN INCOMPLETE MARKETS von Jarrow, Robert A., Protter, Philip, Shimbo, Kazuhiro

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POSITIVE ALPHAS, ABNORMAL PERFORMANCE, AND ILLUSORY ARBITRAGE von Jarrow, Robert, Protter, Philip

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Risk-neutral compatibility with option prices von Jacod, Jean, 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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THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS von Jarrow, Robert, Protter, Philip, Pulido, Sergio

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Strict local martingales and the Khasminskii test for explosions von Dandapani, Aditi, Protter, Philip

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Discretely sampled variance and volatility swaps versus their continuous approximations von Jarrow, Robert, Kchia, Younes, Larsson, Martin, Protter, Philip

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Options Prices in Incomplete Markets von Jacod, Jean, Protter, Philip

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Stopping times occurring simultaneously von Protter, Philip, Quintos, Alejandra

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A rational asset pricing model for premiums and discounts on closed‐end funds: The bubble theory von Jarrow, Robert, Protter, Philip

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Strict local martingales with jumps von Protter, Philip

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The Future of Probability von Protter, Philip

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Computing the probability of a financial market failure: a new measure of systemic risk von Jarrow, Robert, Protter, Philip, Quintos, Alejandra

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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 of no default for a microloan under uncertainty von Boiquaye, Perpetual Andam, Protter, Philip

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Signing trades and an evaluation of the Lee–Ready algorithm von Blais, Marcel, Protter, Philip

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

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Markov process jump times and their Cox construction von Protter, Philip, Riveros Valdevenito, Andrés

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Credit Risk, Liquidity, and Bubbles von Jarrow, Robert, Protter, Philip

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