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Théorie Économique, Modélisation, Application (THEMA) Cergy-Pontoise, France
Université de Cergy-Pontoise
: 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 outputJump to: Articles
CitationsMany 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.
- Tristan Guillaume, 2008.
"Making the best of best-of,"
Review of Derivatives Research,
Springer, vol. 11(1), pages 1-39, March.
- 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.
- Tristan Guillaume, 2001.
"valuation of options on joint minima and maxima,"
Applied Mathematical Finance,
Taylor & Francis Journals, vol. 8(4), pages 209-233.
- Tristan Guillaume, 2011. "Some sequential boundary crossing results for geometric Brownian motion and their applications in financial engineering," Post-Print hal-00924277, HAL.
- 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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