Pierre Cohort

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Robust calibration and arbitrage-free interpolation of SSVI slices
Decisions in Economics and Finance
2020-01-31Paper
Limit theorems for random normalized distortion
The Annals of Applied Probability
2004-06-10Paper


Research outcomes over time


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