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researcher

David R. Banos

17 papers hereh-index 10255 citations29 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • first author14
  • middle author1

Across the 17 of 17 papers where every author was matched, so the position is known.

fields
  • math.PR14
  • math.FA1
  • q-fin.PR1
  • q-fin.RM1
same name
  • David R. Banos — 2 papers, h 0

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20132022
most citedStochastic systems with memory and jumps

13 citations · 28 across the 13 of their papers we have counts for

collaborators
Showing 2013 · math.PRShow all

1 paper · 2 filters

math.PR2013

Sensitivity analysis in a market with memory

David R. Banos, Giulia Di Nunno, Frank Proske

A general market model with memory is considered in terms of stochastic functional differential equations. We aim at representation formulae for the sensitivity analysis of the dep…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.