Guillaume Leduc

Available identifiers

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
Convergence rate of the binomial tree scheme for continuously paying options	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

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