Sébastien Bossu
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Person:5014194
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Spanning multi-asset payoffs with ReLUs Mathematical Finance | 2025-07-24 | Paper |
| Tridiagonal and single-pair matrices and the inverse sum of two single-pair matrices Linear Algebra and its Applications | 2024-10-08 | Paper |
| Static replication of European multi-asset options with homogeneous payoff Applied Mathematical Finance | 2022-09-09 | Paper |
| Static replication of European standard dispersion options Quantitative Finance | 2022-05-27 | Paper |
| A functional analysis approach to the static replication of European options Quantitative Finance | 2021-12-01 | Paper |
| Tridiagonal and single-pair matrices and the inverse sum of two single-pair matrices (available as arXiv preprint) | N/A | Paper |
Research outcomes over time
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