3
H index
0
i10 index
17
Citations
Université de Cergy-Pontoise | 3 H index 0 i10 index 17 Citations RESEARCH PRODUCTION: 6 Articles RESEARCH ACTIVITY: 18 years (2001 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pgu133 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Tristan Guillaume. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in L\evy Models. (2022). Bayer, Christian ; Tempone, Ra'Ul ; Samet, Michael ; Papapantoleon, Antonis ; ben Hammouda, Chiheb. In: Papers. RePEc:arx:papers:2203.08196. Full description at Econpapers || Download paper |
2024 | Pre-electoral coalition agreement from the Black-Scholes point of view. (2023). Mitrovic, Darko. In: Papers. RePEc:arx:papers:2310.16424. Full description at Econpapers || Download paper |
2023 | Min–max multi-step barrier options and their variants. (2023). Song, Seongjoo ; Lee, Gaeun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000670. Full description at Econpapers || Download paper |
2024 | Multi?step reflection principle and barrier options. (2022). Song, Seongjoo ; Lee, Gaeun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:4:p:692-721. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2016 | An Analytically Tractable Model for Pricing Multiasset Options with Correlated Jump-Diffusion Equity Processes and a Two-Factor Stochastic Yield Curve In: Journal of Applied Mathematics. [Full Text][Citation analysis] | article | 1 |
2015 | 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 In: Journal of Probability and Statistics. [Full Text][Citation analysis] | article | 3 |
2008 | Making the best of best-of In: Review of Derivatives Research. [Full Text][Citation analysis] | article | 2 |
2019 | On the multidimensional Black–Scholes partial differential equation In: Annals of Operations Research. [Full Text][Citation analysis] | article | 5 |
2001 | valuation of options on joint minima and maxima In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 3 |
2015 | Analytical valuation of autocallable notes In: International Journal of Financial Engineering (IJFE). [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team