David J. Promel

Finance · 2013

A researcher in the Science corpus: 1 paper; trusts 12 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom David J. Promel trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Peter K. Friz
  2. Laurent Denis
  3. Yan Dolinsky
  4. Terry Lyons
  5. Marcel Nutz
  6. Martin Hairer
  7. Nicolas Victoir
  8. H. M. Soner
  9. Massimiliano Gubinelli
  10. A. Davie

Papers from David J. Promel's perspective

Ordered by how strongly the researchers David J. Promel trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Controlling rough paths
  2. Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation
  3. A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
  4. Differential equations driven by rough paths
  5. A Course on Rough Paths: With an Introduction to Regularity Structures
  6. Multidimensional Stochastic Processes as Rough Paths: Theory and Applications
  7. Martingale optimal transport and robust hedging in continuous time (Probability theory and related fields)
  8. Pathwise construction of stochastic integrals
  9. Semi-martingales and rough paths theory
  10. HEDGING UNDER ARBITRAGE

Their papers