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 0 1 13 107 2 5 24 234
Making the best of best-of 0 0 0 51 0 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 2 7 14 171
valuation of options on joint minima and maxima 0 0 0 88 0 1 2 300
Total Journal Articles 0 2 16 315 4 16 46 855


Statistics updated 2025-08-05