Samuel N Cohen

Samuel N Cohen

University of Oxford - Oxford / United Kingdom
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1496465
person_outline Samuel N Cohen's MOST POPULAR ARTICLES
1-) Stochastic Calculus and ApplicationsSN Cohen, RJ ElliottBirkhäuser Basel-New York, 2nd ed., 201514422015
2-) Synthetic Data--what, why and how?J Jordon, L Szpruch, F Houssiau, M Bottarelli, G Cherubin, C Maple, ...arXiv preprint arXiv:2205.03257, 20221112022
3-) A general theory of finite state backward stochastic difference equationsSN Cohen, RJ ElliottStochastic Processes and their Applications 120 (4), 442-466, 20101012010
4-) Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditionsSN Cohen, RJ Elliott932010
5-) Solutions of backward stochastic differential equations on Markov chainsSN Cohen, RJ ElliottarXiv preprint arXiv:0809.5102, 2008892008