Just what you need to know about variance swaps S Bossu, E Strasser, R Guichard JPMorgan Equity Derivatives report, 2005 | 39 | 2005 |
Advanced equity derivatives: Volatility and correlation S Bossu John Wiley & Sons, 2014 | 24 | 2014 |
A New Approach For Modelling and Pricing Correlation Swaps S Bossu Dresdner Kleinwort Equity Derivatives report, 2007 | 20* | 2007 |
Arbitrage pricing of equity correlation swaps S Bossu JP Morgan Equity Derivatives report, 2005 | 20* | 2005 |
Introduction to variance swaps S Bossu Wilmott Magazine, 50-55, 2006 | 16 | 2006 |
An introduction to equity derivatives: theory and practice S Bossu, P Henrotte John Wiley & Sons, 2012 | 15* | 2012 |
A functional analysis approach to the static replication of European options S Bossu, P Carr, A Papanicolaou Quantitative Finance 21 (4), 637-655, 2021 | 9 | 2021 |
Static replication of European standard dispersion options S Bossu, P Carr, A Papanicolaou Quantitative Finance 22 (5), 799-811, 2022 | 5 | 2022 |
Fundamental relationship between an index’s volatility and the correlation and average volatility of its components S Bossu, Y Gu JP Morgan Equity Derivatives report, 2004 | 5 | 2004 |
Finance des marchés: techniques quantitatives et applications pratiques S BOSSU, P HENROTTE Dunod, 2008 | 3* | 2008 |
Tridiagonal and single-pair matrices and the inverse sum of two single-pair matrices S Bossu arXiv preprint arXiv:2304.06100, 2023 | 1 | 2023 |
Static Replication of European Multi-Asset Options with Homogeneous Payoff S Bossu Applied Mathematical Finance, 2022 | 1 | 2022 |
Correlation Swap S Bossu Encyclopedia of Quantitative Finance, 2010 | 1 | 2010 |
Spanning Multi-Asset Payoffs With ReLUs S Bossu, S Crépey, HD Nguyen arXiv preprint arXiv:2403.14231, 2024 | | 2024 |
Static replication of European options and dynamic replication of correlation swaps S Bossu Université Paris-Saclay, 2021 | | 2021 |
A Primer on Correlation Trading via Equity Derivatives S Bossu Global Derivatives 2016, 2016 | | 2016 |
A Simple Options Trading Strategy That Beats the S&P 500 S Bossu TheStreet.com, 2014 | | 2014 |
Put–Call Parity S Bossu Encyclopedia of Quantitative Finance, 2010 | | 2010 |