Sebastien Bossu
Ph.D. Université Paris-Saclay 2021
Dissertation:
Static replication of European options and dynamic replication of correlation swaps
Mathematics Subject Classification: 91—Game theory, economics, social and behavioral sciences
Advisor 1: Peter Paul Carr
Advisor 2: Stéphane Crépey
Advisor 3: Andrew Papanicolaou
No students known.
If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 279084 for the advisor ID.