Pierre Cohort

Identifiers

• name variant Pierre Cohort 0.50 · backfill

Papers (1)

1. Robust calibration and arbitrage-free interpolation of SSVI slices q-fin.CP · 2018 · author #1

Mentions

No mention provenance yet.

Frequent Coauthors

• Claude Martini 1 shared papers
• Ismail Laachir 1 shared papers
• Jacopo Corbetta 1 shared papers