Laurent Cousot

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Explicit Constructions of Martingales Calibrated to Given Implied Volatility Smiles

Peter Carr, Laurent Cousot, P. Carr, 2011, SIAM J. Financial Math..

Conditions on Option Prices for Absence of Arbitrage and Exact Calibration

Laurent Cousot, L. Cousot, 2006 .

Necessary and Sufficient Conditions for No Static Arbitrage among European Calls

Laurent Cousot, L. Cousot, 2004 .