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 4 5 7
Analytical valuation of autocallable notes 1 1 6 111 3 8 25 252
Making the best of best-of 0 0 0 51 0 4 8 133
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 1 1 2 7 1 4 10 30
On the multidimensional Black–Scholes partial differential equation 2 2 5 67 4 9 26 186
valuation of options on joint minima and maxima 0 0 0 88 0 4 6 305
Total Journal Articles 4 4 13 324 8 33 80 913


Statistics updated 2026-03-04