Sebastien Bossu


Ph.D. Université Paris-Saclay 2021 France
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.

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