Samuel N. Cohen 个人学术档案

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	总计	2019 年至今
引用	2761	1056
h 指数	18	15
i10 指数	28	21

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合著作者

Robert ElliottResearch Professor, University of South Australia.. Faculty Professor and Emeritus Professor Calgary在 ucalgary.ca 的电子邮件经过验证
Lukasz SzpruchUniversity of Edinburgh and The Alan Turing Institute在 ed.ac.uk 的电子邮件经过验证
Florimond HoussiauAlan Turing Institute在 turing.ac.uk 的电子邮件经过验证
Christoph ReisingerProfessor of Applied Mathematics, University of Oxford在 maths.ox.ac.uk 的电子邮件经过验证
Sheng WangUniversity of Oxford在 maths.ox.ac.uk 的电子邮件经过验证
James JordonResearch Assistant, The Alan Turing Institute在 turing.ac.uk 的电子邮件经过验证
Adrian WellerDirector of Research, Machine Learning, University of Cambridge在 eng.cam.ac.uk 的电子邮件经过验证
Giovanni CherubinMicrosoft在 microsoft.com 的电子邮件经过验证
Mirko BottarelliUniversity of Warwick在 warwick.ac.uk 的电子邮件经过验证
Charles E. M. PearceElder Chair of Mathematics, University of Adelaide在 adelaide.edu.au 的电子邮件经过验证
Tanut TreetanthiploetThe Alan Turing Institute在 turing.ac.uk 的电子邮件经过验证
Shaolin JiShandong University在 sdu.edu.cn 的电子邮件经过验证
Victor FedyashovResearch Fellow, University of Melbourne在 unimelb.edu.au 的电子邮件经过验证
Andrew L. AllanAssistant Professor, Durham University在 durham.ac.uk 的电子邮件经过验证
Carsten MapleProfessor of Cyber Systems Engineering, University of Warwick在 warwick.ac.uk 的电子邮件经过验证
Callum MoleThe Alan Turing Institute在 turing.ac.uk 的电子邮件经过验证
Haoyang CaoDepartment of Applied Mathematics and Statistics, Johns Hopkins University在 jhu.edu 的电子邮件经过验证
Álvaro CarteaUniversity of Oxford and Oxford-Man Institute在 maths.ox.ac.uk 的电子邮件经过验证
Saad LabyadMathematical Institute, University of Oxford在 maths.ox.ac.uk 的电子邮件经过验证
Camila Rangel SmithThe Alan Turing Institute在 turing.ac.uk 的电子邮件经过验证

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Samuel N. Cohen

Professor of Mathematics, University of Oxford

在 maths.ox.ac.uk 的电子邮件经过验证 - 首页

Stochastic analysis mathematical finance


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
Stochastic Calculus and Applications SN Cohen, RJ Elliott Birkhäuser Basel-New York, 2nd ed., 2015	1603	2015
Synthetic Data--what, why and how? J Jordon, L Szpruch, F Houssiau, M Bottarelli, G Cherubin, C Maple, ... arXiv preprint arXiv:2205.03257, 2022	127	2022
A general theory of finite state backward stochastic difference equations SN Cohen, RJ Elliott Stochastic Processes and their Applications 120 (4), 442-466, 2010	101	2010
Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions SN Cohen, RJ Elliott	93	2010
Solutions of backward stochastic differential equations on Markov chains SN Cohen, RJ Elliott arXiv preprint arXiv:0809.5102, 2008	89	2008
Existence, uniqueness and comparisons for BSDEs in general spaces SN Cohen, RJ Elliott	72	2012
Backward stochastic difference equations and nearly time-consistent nonlinear expectations SN Cohen, RJ Elliott SIAM Journal on Control and Optimization 49 (1), 125-139, 2011	44	2011
Identifiability in inverse reinforcement learning H Cao, S Cohen, L Szpruch Advances in Neural Information Processing Systems 34, 12362-12373, 2021	43	2021
A general comparison theorem for backward stochastic differential equations SN Cohen, RJ Elliott, CEM Pearce Advances in Applied Probability 42 (3), 878-898, 2010	42	2010
Quasi-sure analysis, aggregation and dual representations of sublinear expectations in general spaces S Cohen	37	2012
Ergodic BSDEs driven by Markov chains SN Cohen, Y Hu SIAM Journal on Control and Optimization 51 (5), 4138-4168, 2013	30	2013
Arbitrage-free neural-SDE market models SN Cohen, C Reisinger, S Wang Applied Mathematical Finance 30 (1), 1-46, 2023	29	2023
Tapas: a toolbox for adversarial privacy auditing of synthetic data F Houssiau, J Jordon, SN Cohen, O Daniel, A Elliott, J Geddes, C Mole, ... arXiv preprint arXiv:2211.06550, 2022	29	2022
A limit order book model for latency arbitrage SN Cohen, L Szpruch Mathematics and Financial Economics 6, 211-227, 2012	28	2012
On Markovian solutions to Markov chain bsdes SN Cohen, L Szpruch arXiv preprint arXiv:1111.5739, 2011	27	2011
Representing filtration consistent nonlinear expectations as g-expectations in general probability spaces SN Cohen Stochastic Processes and their Applications 122 (4), 1601-1626, 2012	26	2012
Sublinear expectations and martingales in discrete time S Cohen, S Ji, S Peng arXiv preprint arXiv:1104.5390, 2011	26	2011
Detecting and repairing arbitrage in traded option prices SN Cohen, C Reisinger, S Wang Applied Mathematical Finance 27 (5), 345-373, 2020	21	2020
Black-box model risk in finance SN Cohen, D Snow, L Szpruch Cambridge University Press, 2023	18	2023
Data-driven nonlinear expectations for statistical uncertainty in decisions SN Cohen	17	2017

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