Access Statistics for Tristan Guillaume

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Analytically Tractable Model for Pricing Multiasset Options with Correlated Jump-Diffusion Equity Processes and a Two-Factor Stochastic Yield Curve 0 0 0 0 0 0 1 2
Analytical valuation of autocallable notes 0 2 15 106 0 5 24 229
Making the best of best-of 0 0 0 51 0 0 1 125
On the Computation of the Survival Probability of Brownian Motion with Drift in a Closed Time Interval When the Absorbing Boundary Is a Step Function 0 0 1 5 0 0 3 20
On the multidimensional Black–Scholes partial differential equation 0 1 4 63 0 5 13 164
valuation of options on joint minima and maxima 0 0 0 88 0 0 1 299
Total Journal Articles 0 3 20 313 0 10 43 839


Statistics updated 2025-05-12