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Tristan Guillaume

Personal Details

First Name:Tristan
Middle Name:
Last Name:Guillaume
Suffix:
RePEc Short-ID:pgu133
[This author has chosen not to make the email address public]

Affiliation

Théorie Économique, Modélisation, Application (THEMA)
Université de Cergy-Pontoise

Cergy-Pontoise, France
http://www.u-cergy.fr/thema/

: 33 1 34 25 60 63
33 1 34 25 62 33
33, boulevard du port - 95011 Cergy-Pontoise Cedex
RePEc:edi:themafr (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Tristan Guillaume, 2008. "Making the best of best-of," Review of Derivatives Research, Springer, vol. 11(1), pages 1-39, March.
  2. Tristan Guillaume, 2001. "valuation of options on joint minima and maxima," Applied Mathematical Finance, Taylor & Francis Journals, vol. 8(4), pages 209-233.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Tristan Guillaume, 2008. "Making the best of best-of," Review of Derivatives Research, Springer, vol. 11(1), pages 1-39, March.

    Cited by:

    1. Masahiko Egami & Tadao Oryu, 2010. "Options on Multiple Assets in a Mean-Reverting Model," Discussion papers e-10-005, Graduate School of Economics Project Center, Kyoto University.

  2. Tristan Guillaume, 2001. "valuation of options on joint minima and maxima," Applied Mathematical Finance, Taylor & Francis Journals, vol. 8(4), pages 209-233.

    Cited by:

    1. Tristan Guillaume, 2011. "Some sequential boundary crossing results for geometric Brownian motion and their applications in financial engineering," Post-Print hal-00924277, HAL.
    2. Grant Armstrong, 2001. "Valuation formulae for window barrier options," Applied Mathematical Finance, Taylor & Francis Journals, vol. 8(4), pages 197-208.

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