Laurent Cousot

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

Collaborative distances:

• Dijkstra number of six.
• Erdős number of four.

2012

Explicit Constructions of Martingales Calibrated to Given Implied Volatility Smiles.

Peter Carr, Laurent Cousot

SIAM J. Financial Math., 2012