Concepedia

Rama Cont

RC

Statistics

Publications

111

Citations

11.8K

H-Index

47

Active since

1996

Affiliations

University of Oxford(Current)

Laboratoire de Probabilités et Modèles Aléatoires

Columbia University

Centre National de la Recherche Scientifique

École Polytechnique

Rama Cont is an author at University of Oxford specializing in financial economics, finance, and business.

ORCID

Publications per year

1996–2024

111

Publications

111

Empirical properties of asset returns: stylized facts and statistical issues

Rama Cont · Quantitative Finance · 2001 · 3.2K citations

, , +16

Empirical properties of asset returns: stylized facts and statistical issues

Rama Cont · Quantitative Finance · 2001 · 536 citations

, , +16

A Stochastic Model for Order Book Dynamics

Rama Cont, Sasha Stoikov, Rishi Talreja · Operations Research · 2010 · 484 citations

, , +15

Dynamics of implied volatility surfaces

Rama Cont, José Da Fonseca · Quantitative Finance · 2002 · 443 citations

, , +17

A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models

Rama Cont, Ekaterina Voltchkova · SIAM Journal on Numerical Analysis · 2005 · 433 citations

, , +17

1–5 of 111