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 | 0 | 2 |
| Analytical valuation of autocallable notes | 1 | 1 | 14 | 107 | 3 | 3 | 24 | 232 |
| Making the best of best-of | 0 | 0 | 0 | 51 | 1 | 1 | 2 | 126 |
| 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 | 6 | 0 | 2 | 4 | 22 |
| On the multidimensional Black–Scholes partial differential equation | 0 | 0 | 1 | 63 | 0 | 5 | 14 | 169 |
| valuation of options on joint minima and maxima | 0 | 0 | 0 | 88 | 0 | 1 | 2 | 300 |
| Total Journal Articles | 1 | 2 | 17 | 315 | 4 | 12 | 46 | 851 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail