Guillaume Leduc

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? Bulletin of the Malaysian Mathematical Sciences Society. Second Series	2017-01-13	Paper
Option convergence rate with geometric random walks approximations Stochastic Analysis and Applications	2016-09-26	Paper
The randomized American option as a classical solution to the penalized problem Journal of Function Spaces	2015-12-08	Paper
Convergence rate of the binomial tree scheme for continuously paying options	2014-07-08	Paper
A European option general first-order error formula The ANZIAM Journal	2013-11-28	Paper
scientific article; zbMATH DE number 5356489 (Why is no real title available?)	2008-10-23	Paper
Exercisability Randomization of the American Option Stochastic Analysis and Applications	2008-08-07	Paper
Martingale problem for superprocesses with non-classical branching functional Stochastic Processes and their Applications	2006-12-07	Paper
The complete characterization of a general class of superprocesses Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2001-02-16	Paper
Continuous dependence of a class of superprocesses on branching parameters and applications The Annals of Probability	2000-06-08	Paper
scientific article; zbMATH DE number 926389 (Why is no real title available?)	1996-09-12	Paper

Research outcomes over time

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