Concepedia
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Publications
2
Citations
41
H-Index
Active since
2004
Pierre Cohort is an author specializing in probability theory, radon-nikodym theorem, and limit laws.
Publications per year
2004–2019
Limit theorems for random normalized distortion
Pierre Cohort · The Annals of Applied Probability · 2004 · 28 citations · Full text
Natural Sciences, Electrical Engineering, Information Theory +14
Robust calibration and arbitrage-free interpolation of SSVI slices
Jacopo Corbetta, Pierre Cohort, Ismail Laachir et al. · Decisions in Economics and Finance · 2019 · 13 citations
Computing, Computer Science, Geoinformatics +11
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