Rama Cont
Affiliations: | Statistics | Columbia University, New York, NY |
Area:
Finance, StatisticsGoogle:
"Rama Cont"Children
Sign in to add trainee| Romain Deguest | grad student | 2010 | Columbia |
| David-Antoine Fournie | grad student | 2010 | Columbia |
| Yu H. Kan | grad student | 2011 | Columbia |
| Amal Moussa | grad student | 2011 | Columbia |
| Arseniy Kukanov | grad student | 2013 | Columbia |
| Ekaterina Vinkovskaya | grad student | 2014 | Columbia |
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Publications
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| Sirignano JA, Cont R. (2019) Universal Features of Price Formation in Financial Markets: Perspectives From Deep Learning Quantitative Finance. 19: 1449-1459 |
| Cont R, Perkowski N. (2019) Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity Transactions of the American Mathematical Society. 6: 161-186 |
| Cont R, Schaanning E. (2019) Monitoring Indirect Contagion Journal of Banking and Finance. 104: 85-102 |
| Chiu H, Cont R. (2018) On pathwise quadratic variation for càdlàg functions Electronic Communications in Probability. 23 |
| Ananova A, Cont R. (2017) Pathwise integration with respect to paths of finite quadratic variation Journal De MathéMatiques Pures Et AppliquéEs. 107: 737-757 |
| Cont R, Wagalath L. (2016) Institutional Investors And The Dependence Structure Of Asset Returns International Journal of Theoretical and Applied Finance. 19: 1-37 |
| Cont R, Wagalath L. (2016) Fire Sales Forensics: Measuring Endogenous Risk: Fire Sales Forensics: Measuring Endogenous Risk Mathematical Finance. 26: 835-866 |
| Cont R, Kukanov A. (2016) Optimal order placement in limit order markets Quantitative Finance. 1-19 |
| Cont R, Lu Y. (2016) Weak approximation of martingale representations Stochastic Processes and Their Applications. 126: 857-882 |
| Cont R, Minca A. (2016) Credit default swaps and systemic risk Annals of Operations Research. 247: 523-547 |