The following pages link to Guillaume Leduc (Q503508):
Displayed 11 items.
- Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (Q503509) (← links)
- Martingale problem for superprocesses with non-classical branching functional (Q855689) (← links)
- The randomized American option as a classical solution to the penalized problem (Q898213) (← links)
- Continuous dependence of a class of superprocesses on branching parameters and applications (Q1307498) (← links)
- The complete characterization of a general class of superprocesses (Q1566936) (← links)
- Option convergence rate with geometric random walks approximations (Q2821904) (← links)
- A EUROPEAN OPTION GENERAL FIRST-ORDER ERROR FORMULA (Q2865142) (← links)
- Exercisability Randomization of the American Option (Q3518307) (← links)
- (Q3533626) (← links)
- (Q4891817) (← links)
- (Q5166785) (← links)