Rama Cont

24 papers A* 1Journal 21Unranked 2
YearRankTypeTitle / Venue / Authors
2025 J jnl
A Mathematical Framework for Modeling Order Book Dynamics.
SIAM J. Financial Math.
Rama Cont, Pierre Degond, Lifan Xuan
2025 J jnl
Model-Free Analysis of Dynamic Trading Strategies.
SIAM J. Financial Math.
Anna Ananova, Rama Cont, Renyuan Xu
2022 J jnl
Asymptotic Analysis of Deep Residual Networks.
CoRR
Rama Cont, Alain Rossier, Renyuan Xu
2022 J jnl
Convergence and Implicit Regularization Properties of Gradient Descent for Deep Residual Networks.
CoRR
Rama Cont, Alain Rossier, Renyuan Xu
2022 — conf
Dynamic Calibration of Order Flow Models with Generative Adversarial Networks.
ICAIF
Felix Prenzel, Rama Cont, Mihai Cucuringu, Jonathan Kochems
2021 J jnl
A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics.
SIAM J. Financial Math.
Rama Cont, Marvin S. Müller
2021 — conf
Interactions of market making algorithms: a study on perceived collusion.
ICAIF
Wei Xiong, Rama Cont
2021 A* conf
Scaling Properties of Deep Residual Networks.
ICML
Alain-Sam Cohen, Rama Cont, Alain Rossier, Renyuan Xu
2021 J jnl
Scaling Properties of Deep Residual Networks.
CoRR
Alain-Sam Cohen, Rama Cont, Alain Rossier, Renyuan Xu
2016 J jnl
Credit default swaps and systemic risk.
Ann. Oper. Res.
Rama Cont, Andreea Minca
2016 J jnl
Preface to the Special Issue on Systemic Risk: Models and Mechanisms.
Oper. Res.
Rama Cont, Darrell Duffie, Paul Glasserman, Chris Rogers, Fernando Vega-Redondo
2015 J jnl
Forward equations for option prices in semimartingale models.
Finance Stochastics
Amel Bentata, Rama Cont
2015 J jnl
Optimal rounding under integer constraints.
CoRR
Rama Cont, Massoud Heidari
2013 J jnl
Customisable pipelined engine for intensity evaluation in multivariate hawkes point processes.
SIGARCH Comput. Archit. News
Ce Guo, Wayne Luk, Ekaterina Vinkovskaya, Rama Cont
2013 J jnl
Price Dynamics in a Markovian Limit Order Market.
SIAM J. Financial Math.
Rama Cont, Adrien de Larrard
2011 J jnl
A Reduced Basis for Option Pricing.
SIAM J. Financial Math.
Rama Cont, Nicolas Lantos, Olivier Pironneau
2011 J jnl
Dynamic Hedging of Portfolio Credit Derivatives.
SIAM J. Financial Math.
Rama Cont, Yu Hang Kan
2011 J jnl
Improving the Visibility of Financial Applications Among Signal Processing Researchers[From the Guest Editors].
IEEE Signal Process. Mag.
Ilya Pollak, Marco Avellaneda, Emmanuel Bacry, Rama Cont, Sanjeev R. Kulkarni
2011 J jnl
Statistical Modeling of High-Frequency Financial Data.
IEEE Signal Process. Mag.
Rama Cont
2010 J jnl
A Stochastic Model for Order Book Dynamics.
Oper. Res.
Rama Cont, Sasha Stoikov, Rishi Talreja
2010 J jnl
Default Intensities Implied by CDO Spreads: Inversion Formula and Model Calibration.
SIAM J. Financial Math.
Rama Cont, Romain Deguest, Yu Hang Kan
2006 J jnl
Retrieving Lévy Processes from Option Prices: Regularization of an Ill-posed Inverse Problem.
SIAM J. Control. Optim.
Rama Cont, Peter Tankov
2005 J jnl
A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models.
SIAM J. Numer. Anal.
Rama Cont, Ekaterina Voltchkova
2005 J jnl
Integro-differential equations for option prices in exponential Lévy models.
Finance Stochastics
Rama Cont, Ekaterina Voltchkova