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authFullName_s : Philip Protter
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Local martingales and filtration shrinkage

Hans Föllmer , Philip Protter
ESAIM: Probability and Statistics, 2010, 15, pp.S25-S38. ⟨10.1051/ps/2010023⟩
Journal articles hal-00632722v1
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The effect of trading futures on short sale constraints

Robert Jarrow , Philip Protter , Sergio Pulido
Mathematical Finance, 2015, 25 (2), pp.311-338. ⟨10.1111/mafi.12013⟩
Journal articles istex hal-02265269v1
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The Euler Scheme for Lévy driven Stochastic Differential Equations

Philip Protter , Denis Talay
[Research Report] RR-2621, INRIA. 1995, pp.31
Reports inria-00074065v1