Showing 1 - 18 results of 18 for search 'Leduc, Guillaume', query time: 0.01s Refine Results
  1. 1
    Martingale problem for superprocesses with non-classical branching functional

    Martingale problem for superprocesses with non-classical branching functional by Leduc, Guillaume

    Published 2006
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  2. 2
    Path Independence of Exotic Options and Convergence of Binomial Approximations

    Path Independence of Exotic Options and Convergence of Binomial Approximations by Leduc, Guillaume

    Published 2019
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  3. 3
    Ranking Investment Opportunities Across Risk-Aversion Levels: Application to Islamic and Conventional Indices

    Ranking Investment Opportunities Across Risk-Aversion Levels: Application to Islamic and Conventional Indices by Leduc, Guillaume

    Published 2025
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  4. 4
    Convergence Speed of Bermudan, Randomized Bermudan, and Canadian Options

    Convergence Speed of Bermudan, Randomized Bermudan, and Canadian Options by Leduc, Guillaume

    Published 2025
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  5. 5
    The Convergence Rate of Option Prices in Trinomial Trees

    The Convergence Rate of Option Prices in Trinomial Trees by Leduc, Guillaume

    Published 2023
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  6. 6
    Option convergence rate with geometric random walks approximations

    Option convergence rate with geometric random walks approximations by Leduc, Guillaume

    Published 2016
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  7. 7
    Can High-Order Convergence of European Option Prices be Achieved with Common CRR-Type Binomial Trees?

    Can High-Order Convergence of European Option Prices be Achieved with Common CRR-Type Binomial Trees? by Leduc, Guillaume

    Published 2015
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  8. 8
    The Boyle–Romberg trinomial tree, a highly efficient method for double barrier option pricing

    The Boyle–Romberg trinomial tree, a highly efficient method for double barrier option pricing by Leduc, Guillaume

    Published 2024
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  9. 9
    The Randomized American Option as a Classical Solution to the Penalized Problem

    The Randomized American Option as a Classical Solution to the Penalized Problem by Leduc, Guillaume

    Published 2015
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  10. 10
    A European option general first-order error formula

    A European option general first-order error formula by Leduc, Guillaume

    Published 2013
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  11. 11
    Joshi’s Split Tree for Option Pricing

    Joshi’s Split Tree for Option Pricing by Leduc, Guillaume

    Published 2020
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  12. 12
    Convergence rate of the binomial tree scheme for continuously paying options

    Convergence rate of the binomial tree scheme for continuously paying options by Leduc, Guillaume

    Published 2012
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  13. 13
    A robust method to retrieve option implied risk neutral densities for defaultable assets

    A robust method to retrieve option implied risk neutral densities for defaultable assets by Leduc, Guillaume

    Published 2016
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  14. 14
    Exercisability Randomization of the American Option

    Exercisability Randomization of the American Option by Leduc, Guillaume

    Published 2008
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  15. 15
    Time-varying volatility model equipped with regime switching factor: valuation of option price written on energy futures

    Time-varying volatility model equipped with regime switching factor: valuation of option price written on energy futures by Leduc, Guillaume

    Published 2025
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  16. 16
    Convergence rate of regime-switching trees

    Convergence rate of regime-switching trees by Leduc, Guillaume

    Published 2016
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  17. 17
    Market Efficiency of Floating Exchange Rate Systems: Some Evidence from Pacific-Asian Countries

    Market Efficiency of Floating Exchange Rate Systems: Some Evidence from Pacific-Asian Countries by Al-Khazali, Osamah

    Published 2011
    Other Authors: “…Leduc, Guillaume…”
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  18. 18
    A Market Efficiency Comparison of Islamic and Non-Islamic Stock Indices

    A Market Efficiency Comparison of Islamic and Non-Islamic Stock Indices by Al-Khazali, Osamah

    Published 2015
    Other Authors: “…Leduc, Guillaume…”
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