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Kopp, Peter Ekkehard

Co-Author Distance
Author ID: kopp.peter-ekkehard Recent zbMATH articles by "Kopp, Peter Ekkehard"
Published as: Kopp, P. Ekkehard; Kopp, P. E.; Kopp, Peter Ekkehard
External Links: MGP
Documents Indexed: 30 Publications since 1973, including 6 Books
Co-Authors: 12 Co-Authors with 19 Joint Publications
301 Co-Co-Authors
all top 5

Co-Authors

6 single-authored
7 Cutland, Nigel J.
6 Elliott, Robert James
6 Willinger, Walter
3 Hsiao, George Chia-Chu
3 Wendland, Wolfgang L.
2 Barnett, Christopher
2 Capiński, Marek
2 Wilde, Ivan Francis
2 Yeadon, F. J.
1 Akcoglu, Mustafa A.
1 Colwell, David B.
1 Keßler, Christoph W.
1 Ross, David A.
1 Strauss, Dona
1 Wellmann, Volker
1 Wyman, M. C.
all top 5

Serials

3 Journal of the London Mathematical Society. Second Series
2 Journal of Mathematical Analysis and Applications
2 Glasgow Mathematical Journal
2 Stochastic Analysis and Applications
2 Stochastics and Stochastics Reports
2 Mathematical Finance
2 Springer Undergraduate Mathematics Series
2 Springer Finance
1 Mathematical Methods in the Applied Sciences
1 The British Journal for the Philosophy of Science
1 Canadian Mathematical Bulletin
1 Computing
1 Mathematische Zeitschrift
1 Stochastic Processes and their Applications
1 Electronic Journal of Probability
all top 5

Fields

13 Probability theory and stochastic processes (60-XX)
12 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
7 Measure and integration (28-XX)
7 Operator theory (47-XX)
4 Functional analysis (46-XX)
3 Partial differential equations (35-XX)
3 Integral equations (45-XX)
3 Numerical analysis (65-XX)
3 Fluid mechanics (76-XX)
2 Mathematical logic and foundations (03-XX)
2 Real functions (26-XX)
2 Functions of a complex variable (30-XX)
1 History and biography (01-XX)
1 Potential theory (31-XX)
1 Approximations and expansions (41-XX)
1 Statistics (62-XX)
1 Mechanics of deformable solids (74-XX)
1 Systems theory; control (93-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

27 Publications have been cited 269 times in 240 Documents Cited by ▼ Year ▼
Mathematics of financial markets. 2nd ed. Zbl 1140.91032
Elliott, Robert J.; Kopp, P. Ekkehard
51
2005
Some applications of a Galerkin-Collocation method for boundary integral equations of the first kind. Zbl 0546.65091
Hsiao, G. C.; Kopp, P.; Wendland, W. L.
45
1984
Mathematics of financial markets. Zbl 0943.91035
Elliott, Robert J.; Kopp, P. Ekkehard
42
1999
A Galerkin collocation method for some integral equations of the first kind. Zbl 0419.65088
Hsiao, G. C.; Kopp, P.; Wendland, W. L.
40
1980
Martingales and stochastic integrals. Zbl 0537.60047
Kopp, P. E.
35
1984
Stock price returns and the Joseph effect: a fractional version of the Black-Scholes model. Zbl 0827.60021
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter
32
1995
On Cauchy’s notion of infinitesimal. Zbl 0661.26010
Cutland, Nigel; Kessler, Christoph; Kopp, P. Ekkehard; Ross, David
17
1988
A nonstandard approach to option pricing. Zbl 0900.90104
Cutland, Nigel; Kopp, P. Ekkehard; Willinger, Walter
12
1991
Martingale representation and hedging policies. Zbl 0737.60044
Colwell, David B.; Elliott, Robert J.; Kopp, P. Ekkehard
12
1991
Measure, integral and probability. 2nd ed. Zbl 1103.28001
Capiński, Marek; Kopp, Peter Ekkehard
11
2004
Option pricing and hedge portfolios for Poisson processes. Zbl 0697.90007
Elliott, Robert J.; Kopp, P. Ekkehard
9
1990
From discrete to continuous financial models: new convergence results for option pricing. Zbl 0884.90022
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter
6
1993
Equivalent martingale measures for bridge processes. Zbl 0744.60048
Elliott, Robert J.; Kopp, P. Ekkehard
5
1991
Direct solutions of Kolmogorov’s equations by stochastic flows. Zbl 0678.60045
Elliott, Robert J.; Kopp, P. Ekkehard
4
1989
Convergence of Snell envelopes and critical prices in the American put. Zbl 0921.90016
Cutland, N. J.; Kopp, P. E.; Willinger, W.; Wyman, M. C.
4
1997
From discrete to continuous stochastic calculus. Zbl 0864.60039
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter
4
1995
A nonstandard treatment of options driven by Poisson processes. Zbl 0808.90018
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter
3
1993
Measure, integral and probability. Zbl 1068.28500
Capiński, Marek; Kopp, Peter Ekkehard
3
1999
Martingales and stochastic integrals. With contribution by C. Barnett and I. F. Wilde. Reprint of the 1984 hardback ed. Zbl 1152.60043
Kopp, P. E.
3
2008
Almost everywhere convergence for Abel means of Dunford-Schwartz operators. Zbl 0251.28006
Kopp, P. E.
3
1973
Construction of dilations of positive \(L_p\) contractions. Zbl 0337.46031
Akcoglu, Mustafa A.; Kopp, P. Ekkehard
3
1977
Abelian ergodic theorems for vector-valued functions. Zbl 0311.28011
Kopp, P. E.
3
1975
Hyperfinite mathematical finance. Zbl 0952.91028
Kopp, P. Ekkehard
2
1997
Inequalities for non-commutative \(L^p\)-spaces and an application. Zbl 0393.46052
Yeadon, F. J.; Kopp, P. E.
2
1979
A ratio limit theorem for contraction projections and applications. Zbl 0254.47016
Kopp, P. E.
2
1973
The synthesis of the collocation and the Galerkin method applied to some integral equations of the first kind. Zbl 0438.45015
Hsiao, G. C.; Kopp, P.; Wendland, W. L.
1
1980
Positive Reynolds operators on Lebesgue spaces. Zbl 0276.47006
Kopp, P. E.; Strauss, D.; Yeadon, F. J.
1
1973
Martingales and stochastic integrals. With contribution by C. Barnett and I. F. Wilde. Reprint of the 1984 hardback ed. Zbl 1152.60043
Kopp, P. E.
3
2008
Mathematics of financial markets. 2nd ed. Zbl 1140.91032
Elliott, Robert J.; Kopp, P. Ekkehard
51
2005
Measure, integral and probability. 2nd ed. Zbl 1103.28001
Capiński, Marek; Kopp, Peter Ekkehard
11
2004
Mathematics of financial markets. Zbl 0943.91035
Elliott, Robert J.; Kopp, P. Ekkehard
42
1999
Measure, integral and probability. Zbl 1068.28500
Capiński, Marek; Kopp, Peter Ekkehard
3
1999
Convergence of Snell envelopes and critical prices in the American put. Zbl 0921.90016
Cutland, N. J.; Kopp, P. E.; Willinger, W.; Wyman, M. C.
4
1997
Hyperfinite mathematical finance. Zbl 0952.91028
Kopp, P. Ekkehard
2
1997
Stock price returns and the Joseph effect: a fractional version of the Black-Scholes model. Zbl 0827.60021
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter
32
1995
From discrete to continuous stochastic calculus. Zbl 0864.60039
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter
4
1995
From discrete to continuous financial models: new convergence results for option pricing. Zbl 0884.90022
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter
6
1993
A nonstandard treatment of options driven by Poisson processes. Zbl 0808.90018
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter
3
1993
A nonstandard approach to option pricing. Zbl 0900.90104
Cutland, Nigel; Kopp, P. Ekkehard; Willinger, Walter
12
1991
Martingale representation and hedging policies. Zbl 0737.60044
Colwell, David B.; Elliott, Robert J.; Kopp, P. Ekkehard
12
1991
Equivalent martingale measures for bridge processes. Zbl 0744.60048
Elliott, Robert J.; Kopp, P. Ekkehard
5
1991
Option pricing and hedge portfolios for Poisson processes. Zbl 0697.90007
Elliott, Robert J.; Kopp, P. Ekkehard
9
1990
Direct solutions of Kolmogorov’s equations by stochastic flows. Zbl 0678.60045
Elliott, Robert J.; Kopp, P. Ekkehard
4
1989
On Cauchy’s notion of infinitesimal. Zbl 0661.26010
Cutland, Nigel; Kessler, Christoph; Kopp, P. Ekkehard; Ross, David
17
1988
Some applications of a Galerkin-Collocation method for boundary integral equations of the first kind. Zbl 0546.65091
Hsiao, G. C.; Kopp, P.; Wendland, W. L.
45
1984
Martingales and stochastic integrals. Zbl 0537.60047
Kopp, P. E.
35
1984
A Galerkin collocation method for some integral equations of the first kind. Zbl 0419.65088
Hsiao, G. C.; Kopp, P.; Wendland, W. L.
40
1980
The synthesis of the collocation and the Galerkin method applied to some integral equations of the first kind. Zbl 0438.45015
Hsiao, G. C.; Kopp, P.; Wendland, W. L.
1
1980
Inequalities for non-commutative \(L^p\)-spaces and an application. Zbl 0393.46052
Yeadon, F. J.; Kopp, P. E.
2
1979
Construction of dilations of positive \(L_p\) contractions. Zbl 0337.46031
Akcoglu, Mustafa A.; Kopp, P. Ekkehard
3
1977
Abelian ergodic theorems for vector-valued functions. Zbl 0311.28011
Kopp, P. E.
3
1975
Almost everywhere convergence for Abel means of Dunford-Schwartz operators. Zbl 0251.28006
Kopp, P. E.
3
1973
A ratio limit theorem for contraction projections and applications. Zbl 0254.47016
Kopp, P. E.
2
1973
Positive Reynolds operators on Lebesgue spaces. Zbl 0276.47006
Kopp, P. E.; Strauss, D.; Yeadon, F. J.
1
1973
all cited Publications top 5 cited Publications
all top 5

Cited by 345 Authors

29 Siu, Tak Kuen
27 Elliott, Robert James
11 Katz, Mikhail G.
7 Balbás, Alejandro
7 Chan, Leunglung
6 Balbás, Beatriz
6 Balbás, Raquel
6 Kopp, Peter Ekkehard
5 Katz, Karin Usadi
5 Mamon, Rogemar S.
5 Willinger, Walter
4 Li, Xun
4 Sherry, David M.
4 Zhang, Qing
3 Akcoglu, Mustafa A.
3 Błaszczyk, Piotr
3 Chou, Ching-Sung
3 Cohen, Samuel N.
3 Dzhalladova, Irada A.
3 Giordano, Paolo Robuffo
3 Kanovei, Vladimir G.
3 Mishura, Yuliya Stepanivna
3 Rachev, Svetlozar T.
3 Schweizer, Martin
3 Taqqu, Murad S.
3 Yi, Fahuai
3 Yin, Gang George
3 Yoshida, Yuji
2 Baxter, John Robert
2 Bejan, Camelia
2 Ben-Ameur, Hatem
2 Bidian, Florin
2 Borovik, Alexandre V.
2 Braouezec, Yann
2 Breton, Michèle
2 Ching, Wai-Ki
2 Cutland, Nigel J.
2 Delbaen, Freddy
2 Diblík, Josef
2 Dinh, Nguyen
2 Edwards, David Albert
2 Gao, Huan
2 Heras, Antonio J.
2 Herdegen, Martin
2 Ivanoff, B. Gail
2 Jarrow, Robert Alan
2 Kutateladze, Semën Samsonovich
2 León, José Rafael R.
2 Lin, Hsien-Jen
2 Liu, Xiaoming
2 McKeague, Ian W.
2 Merzbach, Ely
2 Ng, Siu-Ah
2 Nourdin, Ivan
2 Nualart, David
2 Przybyłowicz, Paweł
2 Qiu, Weiyuan
2 Ren, Fuyao
2 Saada, Diane
2 Skala, Heinz J.
2 Tsoi, Allanus H.
2 Utikal, Klaus J.
2 Vassiliou, Panagiotis C. G.
2 Vuillermot, Pierre-A.
2 Wang, Wensheng
2 Xu, Lin
2 Yang, Hailiang
2 Yao, Dingjun
2 Yoshimoto, Takeshi
1 Ahlip, Rehez
1 Ahmad, Jamaal
1 Al-Labadi, Luai
1 Aletti, Giacomo
1 Alvarez, Alexander
1 Anderson, Robert M.
1 Angulo, José Miguel
1 Anh, Vo V.
1 Antoniou, Ioannis E.
1 Araneda, Axel A.
1 Babbs, Simon H.
1 Badescu, Alexandru M.
1 Baglini, Lorenzo Luperi
1 Bahsoun, Wael
1 Balbiani, Philippe
1 Ballestra, Luca Vincenzo
1 Bardhan, Indrajit
1 Barndorff-Nielsen, Ole Eiler
1 Barnett, Christopher
1 Barone-Adesi, Giovanni
1 Bascelli, Tiziana
1 Ben-Abdallah, Ramzi
1 Benci, Vieri
1 Bensoussan, Alain
1 Bertrand, Pierre Raphael
1 Berzin, Corinne
1 Bielecki, Tomasz R.
1 Bladt, Mogens
1 Borst, Sem C.
1 Bottazzi, Emanuele
1 Bouman, Niek J.
...and 245 more Authors
all top 5

Cited in 121 Serials

10 Stochastic Analysis and Applications
9 International Journal of Theoretical and Applied Finance
8 Stochastic Processes and their Applications
8 Mathematical Finance
8 Foundations of Science
6 Insurance Mathematics & Economics
6 Journal of Economic Dynamics & Control
5 Statistics & Probability Letters
5 European Journal of Operational Research
4 Journal of Applied Probability
4 Journal of Computational and Applied Mathematics
4 Applied Mathematical Finance
4 Mathematical Problems in Engineering
4 Quantitative Finance
3 Journal of Mathematical Analysis and Applications
3 Chaos, Solitons and Fractals
3 Applied Mathematics and Computation
3 Journal of Functional Analysis
3 Journal of Mathematical Economics
3 Journal of Statistical Planning and Inference
3 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
3 The Annals of Applied Probability
3 Statistical Papers
3 North American Actuarial Journal
3 Journal of Industrial and Management Optimization
3 Annals of Finance
2 Computers & Mathematics with Applications
2 Lithuanian Mathematical Journal
2 Advances in Mathematics
2 Fuzzy Sets and Systems
2 Information Sciences
2 Journal of Optimization Theory and Applications
2 Mathematical and Computer Modelling
2 Annals of Operations Research
2 Communications in Statistics. Theory and Methods
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Economic Theory
2 Abstract and Applied Analysis
2 Methodology and Computing in Applied Probability
2 Applied Stochastic Models in Business and Industry
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 ASTIN Bulletin
2 Asia-Pacific Financial Markets
2 Review of Derivatives Research
2 Advances in Difference Equations
2 Stochastics
2 Mathematical Control and Related Fields
1 Advances in Applied Probability
1 International Journal of Mathematical Education in Science and Technology
1 Israel Journal of Mathematics
1 Journal d’Analyse Mathématique
1 Journal of the Franklin Institute
1 Psychometrika
1 Theory of Probability and its Applications
1 Acta Scientiarum Mathematicarum
1 Automatica
1 Commentationes Mathematicae Universitatis Carolinae
1 Czechoslovak Mathematical Journal
1 Dissertationes Mathematicae
1 Glasgow Mathematical Journal
1 Illinois Journal of Mathematics
1 Journal of Economic Theory
1 Journal of Multivariate Analysis
1 Mathematics and Computers in Simulation
1 Mathematische Nachrichten
1 Memoirs of the American Mathematical Society
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Proceedings of the American Mathematical Society
1 Quarterly of Applied Mathematics
1 Theoretical Population Biology
1 Tôhoku Mathematical Journal. Second Series
1 Transactions of the American Mathematical Society
1 Systems & Control Letters
1 Bulletin of the Korean Mathematical Society
1 Acta Applicandae Mathematicae
1 Acta Mathematicae Applicatae Sinica. English Series
1 Sequential Analysis
1 Journal of Theoretical Probability
1 Applied Mathematics Letters
1 Queueing Systems
1 Journal of Applied Mathematics and Stochastic Analysis
1 Economics Letters
1 Numerical Algorithms
1 Communications in Statistics. Simulation and Computation
1 International Journal of Computer Mathematics
1 Linear Algebra and its Applications
1 Expositiones Mathematicae
1 Computational Economics
1 Mathematical Methods of Statistics
1 Annales Mathématiques Blaise Pascal
1 Top
1 Opuscula Mathematica
1 Bernoulli
1 Discrete and Continuous Dynamical Systems
1 Revista Investigación Operacional
1 Functional Differential Equations
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Vietnam Journal of Mathematics
1 Positivity
1 Journal of Inequalities and Applications
...and 21 more Serials
all top 5

Cited in 33 Fields

139 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
121 Probability theory and stochastic processes (60-XX)
36 Statistics (62-XX)
17 Real functions (26-XX)
14 Systems theory; control (93-XX)
12 Operator theory (47-XX)
12 Operations research, mathematical programming (90-XX)
11 History and biography (01-XX)
11 Functional analysis (46-XX)
11 Numerical analysis (65-XX)
8 Measure and integration (28-XX)
8 Ordinary differential equations (34-XX)
7 Partial differential equations (35-XX)
6 Mathematical logic and foundations (03-XX)
6 Calculus of variations and optimal control; optimization (49-XX)
4 Difference and functional equations (39-XX)
4 Information and communication theory, circuits (94-XX)
3 General and overarching topics; collections (00-XX)
3 Sequences, series, summability (40-XX)
2 Linear and multilinear algebra; matrix theory (15-XX)
2 Functions of a complex variable (30-XX)
2 Integral transforms, operational calculus (44-XX)
2 Computer science (68-XX)
1 Combinatorics (05-XX)
1 Field theory and polynomials (12-XX)
1 Special functions (33-XX)
1 Dynamical systems and ergodic theory (37-XX)
1 Approximations and expansions (41-XX)
1 Harmonic analysis on Euclidean spaces (42-XX)
1 Global analysis, analysis on manifolds (58-XX)
1 Fluid mechanics (76-XX)
1 Statistical mechanics, structure of matter (82-XX)
1 Biology and other natural sciences (92-XX)

Citations by Year