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Author ID: leduc.guillaume Recent zbMATH articles by "Leduc, Guillaume"
Published as: Leduc, Guillaume
Homepage: https://www2.aus.edu/facultybios/profile.php?faculty=gleduc
External Links: MGP
Documents Indexed: 13 Publications since 1995
Co-Authors: 2 Co-Authors with 1 Joint Publication
71 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

8 Publications have been cited 21 times in 11 Documents Cited by Year
A European option general first-order error formula. Zbl 1282.91337
Leduc, Guillaume
5
2013
Exercisability randomization of the American option. Zbl 1273.91463
Leduc, Guillaume
4
2008
Convergence rate of regime-switching trees. Zbl 1358.41009
Leduc, Guillaume; Zeng, Xiangchen
3
2017
Continuous dependence of a class of superprocesses on branching parameters and applications. Zbl 0938.60078
Dawson, Donald A.; Fleischmann, Klaus; Leduc, Guillaume
3
1998
The complete characterization of a general class of superprocesses. Zbl 0955.60079
Leduc, Guillaume
3
2000
Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? Zbl 1354.91152
Leduc, Guillaume
1
2016
Option convergence rate with geometric random walks approximations. Zbl 1410.91456
Leduc, Guillaume
1
2016
Convergence rate of the binomial tree scheme for continuously paying options. Zbl 1290.91181
Leduc, Guillaume
1
2012
Convergence rate of regime-switching trees. Zbl 1358.41009
Leduc, Guillaume; Zeng, Xiangchen
3
2017
Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? Zbl 1354.91152
Leduc, Guillaume
1
2016
Option convergence rate with geometric random walks approximations. Zbl 1410.91456
Leduc, Guillaume
1
2016
A European option general first-order error formula. Zbl 1282.91337
Leduc, Guillaume
5
2013
Convergence rate of the binomial tree scheme for continuously paying options. Zbl 1290.91181
Leduc, Guillaume
1
2012
Exercisability randomization of the American option. Zbl 1273.91463
Leduc, Guillaume
4
2008
The complete characterization of a general class of superprocesses. Zbl 0955.60079
Leduc, Guillaume
3
2000
Continuous dependence of a class of superprocesses on branching parameters and applications. Zbl 0938.60078
Dawson, Donald A.; Fleischmann, Klaus; Leduc, Guillaume
3
1998

Citations by Year