Laurent Cousot

According to our database1, Laurent Cousot authored at least 1 paper in 2012.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book  In proceedings  Article  PhD thesis  Dataset  Other 

Links

On csauthors.net:

Bibliography

2012
Explicit Constructions of Martingales Calibrated to Given Implied Volatility Smiles.
SIAM J. Financial Math., 2012


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