Edit Profile (opens in new tab) Leduc, Guillaume Compute Distance To: Compute Author ID: 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 Co-Authors 10 single-authored 1 Dawson, Donald Andrew 1 Fleischmann, Klaus 1 Palmer, Kenneth James 1 Zeng, Xiangchen all top 5 Serials 2 Stochastic Analysis and Applications 1 The Annals of Probability 1 Annales des Sciences Mathématiques du Québec 1 Journal of Computational and Applied Mathematics 1 Comptes Rendus Mathématiques de l’Académie des Sciences 1 Probability Theory and Related Fields 1 Stochastic Processes and their Applications 1 International Journal of Theoretical and Applied Finance 1 The ANZIAM Journal 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 International Mathematical Forum 1 Journal of Function Spaces all top 5 Fields 8 Probability theory and stochastic processes (60-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Approximations and expansions (41-XX) 1 Operator theory (47-XX) 1 Statistics (62-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications 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 1282.91337Leduc, Guillaume 5 2013 Exercisability randomization of the American option. Zbl 1273.91463Leduc, Guillaume 4 2008 Convergence rate of regime-switching trees. Zbl 1358.41009Leduc, Guillaume; Zeng, Xiangchen 3 2017 Continuous dependence of a class of superprocesses on branching parameters and applications. Zbl 0938.60078Dawson, Donald A.; Fleischmann, Klaus; Leduc, Guillaume 3 1998 The complete characterization of a general class of superprocesses. Zbl 0955.60079Leduc, Guillaume 3 2000 Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? Zbl 1354.91152Leduc, Guillaume 1 2016 Option convergence rate with geometric random walks approximations. Zbl 1410.91456Leduc, Guillaume 1 2016 Convergence rate of the binomial tree scheme for continuously paying options. Zbl 1290.91181Leduc, Guillaume 1 2012 Convergence rate of regime-switching trees. Zbl 1358.41009Leduc, Guillaume; Zeng, Xiangchen 3 2017 Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? Zbl 1354.91152Leduc, Guillaume 1 2016 Option convergence rate with geometric random walks approximations. Zbl 1410.91456Leduc, Guillaume 1 2016 A European option general first-order error formula. Zbl 1282.91337Leduc, Guillaume 5 2013 Convergence rate of the binomial tree scheme for continuously paying options. Zbl 1290.91181Leduc, Guillaume 1 2012 Exercisability randomization of the American option. Zbl 1273.91463Leduc, Guillaume 4 2008 The complete characterization of a general class of superprocesses. Zbl 0955.60079Leduc, Guillaume 3 2000 Continuous dependence of a class of superprocesses on branching parameters and applications. Zbl 0938.60078Dawson, Donald A.; Fleischmann, Klaus; Leduc, Guillaume 3 1998 all cited Publications top 5 cited Publications all top 5 Cited by 9 Authors 6 Leduc, Guillaume 2 Beznea, Lucian 1 Dawson, Donald Andrew 1 Fleischmann, Klaus 1 Lupaşcu-Stamate, Oana 1 Müller, Carl E. 1 Palmer, Kenneth James 1 Vrabie, Cătălin Ioan 1 Zeng, Xiangchen all top 5 Cited in 10 Serials 2 Stochastic Analysis and Applications 1 The Annals of Probability 1 Journal of Computational and Applied Mathematics 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Stochastic Processes and their Applications 1 International Journal of Theoretical and Applied Finance 1 Journal of the European Mathematical Society (JEMS) 1 The ANZIAM Journal 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 Journal of Function Spaces all top 5 Cited in 7 Fields 7 Probability theory and stochastic processes (60-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Operator theory (47-XX) 1 Partial differential equations (35-XX) 1 Approximations and expansions (41-XX) 1 Statistics (62-XX) 1 Numerical analysis (65-XX) Citations by Year