Tristan Guillaume : Citation Profile


Université de Cergy-Pontoise

3

H index

0

i10 index

18

Citations

RESEARCH PRODUCTION:

6

Articles

RESEARCH ACTIVITY:

   18 years (2001 - 2019). See details.
   Cites by year: 1
   Journals where Tristan Guillaume has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 1 (5.26 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgu133
   Updated: 2025-01-10    RAS profile: 2020-02-09    
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Relations with other researchers


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:

ausloos, marcel (1)

Cites to:

Scholes, Myron (2)

Stulz, René (2)

merton, robert (2)

Driessen, Joost (1)

DA FONSECA, José (1)

Vilkov, Grigory (1)

White, Alan (1)

Villena, Marcelo (1)

White, Alan (1)

Tebaldi, Claudio (1)

Main data


Production by document typearticle20012002200320042005200620072008200920102011201220132014201520162017201820190123Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200120022003200420052006200720082009201020112012201320142015201620172018201902.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240246Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200120022003200420052006200720082009201020112012201320142015201620172018201902.557.5Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 3Most cited documents1234502.557.5Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250101234h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Tristan Guillaume has published?


Recent works citing Tristan Guillaume (2024 and 2023)


Year  ↓Title of citing document  ↓
2023Optimal 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

2024Pre-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

2024Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates. (2024). Meissner, Gunter A ; Ter-Avanesov, Boris. In: Papers. RePEc:arx:papers:2411.16617.

Full description at Econpapers || Download paper

2023Min–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

Works by Tristan Guillaume:


Year  ↓Title  ↓Type  ↓Cited  ↓
2016An 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]
article2
2015On 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]
article3
2008Making the best of best-of In: Review of Derivatives Research.
[Full Text][Citation analysis]
article2
2019On the multidimensional Black–Scholes partial differential equation In: Annals of Operations Research.
[Full Text][Citation analysis]
article5
2001valuation of options on joint minima and maxima In: Applied Mathematical Finance.
[Full Text][Citation analysis]
article3
2015Analytical valuation of autocallable notes In: International Journal of Financial Engineering (IJFE).
[Full Text][Citation analysis]
article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 8 2024. Contact: CitEc Team