| Stochastic volatility corrections for interest rate derivatives P Cotton, JP Fouque, G Papanicolaou, R Sircar Mathematical Finance: An International Journal of Mathematics, Statistics …, 2004 | 77 | 2004 |
| System and method for pricing default insurance S Lee, P Cotton, Z Zhang, K Pang US Patent 7,774,255, 2010 | 29 | 2010 |
| Contraction of an adapted functional calculus P Cotton, AH Dooley Journal of Lie Theory 7, 147-164, 1997 | 24 | 1997 |
| Fixed income securities market data display WJ Gartland, J Driscoll, AJ Lindeman, P Cotton US Patent App. 13/492,641, 2012 | 16 | 2012 |
| Systems and methods for analyzing financial models with probabilistic networks PD Cotton US Patent 8,370,241, 2013 | 6 | 2013 |
| Microprediction: building an open ai network P Cotton MIT Press, 2022 | 3 | 2022 |
| Self-Organizing Supply Chains for Microprediction: Present and Future Uses of the ROAR Protocol P Cotton Thirty-sixth International Conference on Machine Learning, 2019 | 2 | 2019 |
| An analytic approach to Ornstein-Uhlenbeck processes with fluctuating parameters and applications in the modeling of fixed income securities PD Cotton Stanford University, 2001 | 2 | 2001 |
| Inferring Relative Ability from Winning Probability in Multientrant Contests P Cotton SIAM Journal on Financial Mathematics 12 (1), 295-317, 2021 | 1 | 2021 |
| Providing a liquidity based metric and index for low liquidity securities W Gartland, P Cotton, NJ West US Patent App. 14/296,833, 2015 | 1 | 2015 |
| 4 Economical Statistics P Cotton MIT Press, 2022 | | 2022 |
| 6 Contests P Cotton MIT Press, 2022 | | 2022 |
| The Pitch P Cotton MIT Press, 2022 | | 2022 |
| 8 Decisions P Cotton MIT Press, 2022 | | 2022 |
| 2 Commercial Use P Cotton MIT Press, 2022 | | 2022 |
| 5 Micromanagers P Cotton MIT Press, 2022 | | 2022 |
| 3 Oracles P Cotton MIT Press, 2022 | | 2022 |
| Stop Shy of the First Down P Cotton Sports Analytics, 139-151, 2022 | | 2022 |
| Addressing the Herd Immunity Paradox Using Symmetry, Convexity Adjustments and Bond Prices P Cotton arXiv preprint arXiv:2006.07341, 2020 | | 2020 |
| Repeat Contacts and the Spread of Disease: An Agent Model with Compartmental Solution P Cotton arXiv preprint arXiv:2005.10311, 2020 | | 2020 |
Jean-Pierre FouqueUniversity of California Santa BarbaraVerified email at pstat.ucsb.edu
