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Step double barrier options
Guillaume, Tristan - In: The journal of derivatives : the official publication … 18 (2010) 1, pp. 59-79
Persistent link: https://www.econbiz.de/10008655518
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A few insights into cliquet options
Guillaume, Tristan - In: International journal of business 17 (2012) 2, pp. 163-180
Persistent link: https://www.econbiz.de/10009550120
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Autocallable structured products
Guillaume, Tristan - In: The journal of derivatives : the official publication … 22 (2015) 3, pp. 73-94
Persistent link: https://www.econbiz.de/10011399687
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Making the best of best-of
Guillaume, Tristan - In: Review of derivatives research 11 (2008) 1/2, pp. 1-39
Persistent link: https://www.econbiz.de/10003829528
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Analytical valuation of options on joint minima and maxima
Guillaume, Tristan - In: Applied mathematical finance 8 (2001) 4, pp. 209-233
Persistent link: https://www.econbiz.de/10001688347
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Window double barrier options
Guillaume, Tristan - In: Review of derivatives research 6 (2003) 1, pp. 47-75
Persistent link: https://www.econbiz.de/10001772426
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On the multidimensional Black-Scholes partial differential equation
Guillaume, Tristan - In: Decision making and risk/return optimization in …, (pp. 229-251). 2019
Persistent link: https://www.econbiz.de/10012134802
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Closed form valuation of barrier options with stochastic barriers
Guillaume, Tristan - In: Risk management decisions and value under uncertainty, (pp. 1021-1050). 2022
Persistent link: https://www.econbiz.de/10013342082
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Window Double Barrier Options
Guillaume, Tristan - In: Review of derivatives research 6 (2003) 1, pp. 47
Persistent link: https://www.econbiz.de/10005936394
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STEP DOUBLE BARRIER OPTIONS
Guillaume, Tristan - In: The journal of derivatives : the official publication … 18 (2010) 1, pp. 59-80
Persistent link: https://www.econbiz.de/10008639141