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 | 1 | 2 |
| Analytical valuation of autocallable notes | 1 | 3 | 16 | 105 | 3 | 7 | 24 | 227 |
| Making the best of best-of | 0 | 0 | 0 | 51 | 0 | 0 | 1 | 125 |
| 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 | 5 | 0 | 1 | 3 | 20 |
| On the multidimensional Black–Scholes partial differential equation | 0 | 0 | 4 | 62 | 1 | 2 | 12 | 160 |
| valuation of options on joint minima and maxima | 0 | 0 | 0 | 88 | 0 | 0 | 1 | 299 |
| Total Journal Articles | 1 | 3 | 21 | 311 | 4 | 10 | 42 | 833 |
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