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Cousot, Laurent's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
1,495 |
Total
Citations
18 |
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Brigo, Damiano Department of Mathematics, Imperial College, London Cousot, Laurent BNP Paribas
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2.
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Carr, Peter New York University (NYU) - Courant Institute of Mathematical Sciences Cousot, Laurent BNP Paribas
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338
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martingale, jump-diffusion, partial differential equation, calibration, option
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3.
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Carr, Peter New York University (NYU) - Courant Institute of Mathematical Sciences Cousot, Laurent BNP Paribas
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28 Oct 10
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Last Revised:
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05 Jul 11
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276
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martingale, marginal distribution, diffusion, jump-diffusion, calibration, option, time change
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4.
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Cousot, Laurent BNP Paribas
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276
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2
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Option pricing, arbitrage, Markov chains, martingale transition matrix, entropy, copula, forward implied volatility, forward start option
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Cousot, Laurent BNP Paribas
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136
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options, arbitrage, calibration, default probability
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6.
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Amraoui, Salah BNP Paribas Cousot, Laurent BNP Paribas Hitier, Sebastien BNP Paribas Laurent, Jean Paul University of Lyon 1
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credit risk assessment, recovery rates, stochastic orders, CDOs
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Records 1 -
6
of 6 matches
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