Guillaume Leduc

Available identifiers

zbMath Open leduc.guillaumeMaRDI QIDQ503508

List of research outcomes

Publication	Date of Publication	Type
Can high-order convergence of European option prices be achieved with common CRR-type binomial trees?	2017-01-13	Paper
Option convergence rate with geometric random walks approximations	2016-09-26	Paper
The randomized American option as a classical solution to the penalized problem	2015-12-08	Paper
https://portal.mardi4nfdi.de/entity/Q5166785	2014-07-08	Paper
A EUROPEAN OPTION GENERAL FIRST-ORDER ERROR FORMULA	2013-11-28	Paper
https://portal.mardi4nfdi.de/entity/Q3533626	2008-10-23	Paper
Exercisability Randomization of the American Option	2008-08-07	Paper
Martingale problem for superprocesses with non-classical branching functional	2006-12-07	Paper
The complete characterization of a general class of superprocesses	2001-02-16	Paper
Continuous dependence of a class of superprocesses on branching parameters and applications	2000-06-08	Paper
https://portal.mardi4nfdi.de/entity/Q4891817	1996-09-12	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Guillaume Leduc