Guillaume, Tristan Closed form valuation of barrier options with stochastic barriers. (English) Zbl 1492.60229 Ann. Oper. Res. 313, No. 2, 1021-1050 (2022). MSC: 60J65 91G15 PDFBibTeX XMLCite \textit{T. Guillaume}, Ann. Oper. Res. 313, No. 2, 1021--1050 (2022; Zbl 1492.60229) Full Text: DOI
Guillaume, Tristan Computation of the quadrivariate and pentavariate normal cumulative distribution functions. (English) Zbl 07549493 Commun. Stat., Simulation Comput. 47, No. 3, 839-851 (2018). MSC: 65C60 65D30 PDFBibTeX XMLCite \textit{T. Guillaume}, Commun. Stat., Simulation Comput. 47, No. 3, 839--851 (2018; Zbl 07549493) Full Text: DOI
Guillaume, Tristan Making the best of best-of. (English) Zbl 1163.91400 Rev. Deriv. Res. 11, No. 1-2, 1-39 (2008). MSC: 91B28 PDFBibTeX XMLCite \textit{T. Guillaume}, Rev. Deriv. Res. 11, No. 1--2, 1--39 (2008; Zbl 1163.91400) Full Text: DOI