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 3 3 8 10
Analytical valuation of autocallable notes 0 2 6 112 2 8 28 257
Making the best of best-of 0 0 0 51 0 0 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 0 1 2 7 5 7 16 36
On the multidimensional Black–Scholes partial differential equation 0 2 4 67 3 9 27 191
valuation of options on joint minima and maxima 0 0 0 88 2 2 8 307
Total Journal Articles 0 5 12 325 15 29 95 934


Statistics updated 2026-05-06