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 1 1 9 11
Analytical valuation of autocallable notes 0 1 6 113 1 4 27 261
Making the best of best-of 0 0 0 51 0 0 7 133
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 0 0 1 7 2 5 19 41
On the multidimensional Black–Scholes partial differential equation 0 2 6 69 0 4 24 195
valuation of options on joint minima and maxima 0 0 0 88 0 0 7 307
Total Journal Articles 0 3 13 328 4 14 93 948


Statistics updated 2026-08-07