Sebastien Bossu
Original record- Institution
- Université Paris-Saclay
- Year
- 2021
- Country
- France
- MGP identifier
- 279084
Dissertation: Static replication of European options and dynamic replication of correlation swaps
Mathematics Subject Classification: 91—Game theory, economics, social and behavioral sciences
Advisors 3
- Peter Paul CarrUniversity of California, Los Angeles · 1989
- Stéphane CrépeyÉcole Polytechnique · 2001
- Andrew PapanicolaouBrown University · 2010
Students 0
No students recorded in this snapshot.