Laurent Cousot

From MaRDI portal
Person:2873545

Available identifiers

zbMath Open cousot.laurentMaRDI QIDQ2873545

List of research outcomes





PublicationDate of PublicationType
Pricing CDOs with state-dependent stochastic recovery rates2014-01-24Paper
Explicit Constructions of Martingales Calibrated to Given Implied Volatility Smiles2013-01-25Paper
A PDE approach to jump-diffusions2011-04-29Paper
THE STOCHASTIC INTENSITY SSRD MODEL IMPLIED VOLATILITY PATTERNS FOR CREDIT DEFAULT SWAP OPTIONS AND THE IMPACT OF CORRELATION2006-08-14Paper

Research outcomes over time

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