//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Guillaume, Tristan"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Integral Options in Models wit...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
dimension
3
option
3
barrier
2
numerical integration
2
pricing
2
barrier option
1
discrete monitoring
1
double barrier
1
hedging
1
lookback option
1
step barrier
1
window
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Language
All
Undetermined
3
Author
All
Guillaume, Tristan
Bodie, Zvi
12
Kane, Alex
12
Marcus, Alan J.
12
Gapeev, Pavel V.
6
Hull, John
6
Loderer, Claudio
6
Seo, Sang Byung
5
Björk, Tomas
4
Kolb, Robert W.
4
Rieger, Marc Oliver
4
Bacher, Urban
3
Campbell, John Y.
3
François-Heude, Alain
3
Herwig, Tobias
3
Martin, Ian
3
Moawia, Alghalith
3
Specht, Mikolaj
3
Steiner, Jakub
3
Wachter, Jessica A.
3
Wystup, Uwe
3
Adam, Michael
2
Akuzawa, Toshinao
2
Anson, Mark J. P.
2
Barras, Laurent
2
Becker, Martin
2
Benninga, Simon
2
Broll, Udo
2
Brosch, Rainer
2
Calomiris, Charles W.
2
Cecchetti, Sara
2
Chance, Don M.
2
Demange, Gabrielle
2
Dubofsky, David A.
2
Dziawgo, Ewa
2
Ender, Manuela
2
Franke, Günter
2
Frey, Rüdiger
2
Gang, Jianhua
2
Geiger, Florian
2
more ...
less ...
Institution
All
HAL
3
Published in...
All
Post-Print / HAL
2
Working Papers / HAL
1
Source
All
RePEc
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Window double barrier options
Guillaume, Tristan
-
HAL
-
2003
This paper examines a path-dependent contingent claim called the window double barrier
option
, including standard but …
Persistent link: https://www.econbiz.de/10010820456
Saved in:
2
Analytical valuation of options on joint minima and maxima
Guillaume, Tristan
-
HAL
-
2002
correlated Gaussian random variables provides
option
values more quickly and more accurately than Monte Carlo simulation. …
Persistent link: https://www.econbiz.de/10010820910
Saved in:
3
Discretely monitored lookback and barrier options : a semi-analytical approach
Guillaume, Tristan
-
HAL
-
2006
between continuously and discretely monitored
option
values can be very large. In this paper, we provide explicit formulae for …
Persistent link: https://www.econbiz.de/10010821325
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->