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 1 9 11
Analytical valuation of autocallable notes 0 1 6 114 2 4 27 264
Making the best of best-of 0 0 0 51 0 0 6 133
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 0 2 18 41
On the multidimensional Black–Scholes partial differential equation 0 0 6 69 1 2 26 197
valuation of options on joint minima and maxima 0 0 0 88 0 1 8 308
Total Journal Articles 0 1 13 329 3 10 94 954


Statistics updated 2026-10-11