Gene order comparisons for phylogenetic inference: evolution of the mitochondrial genome. D Sankoff, G Leduc, N Antoine, B Paquin, BF Lang, R Cedergren Proceedings of the National Academy of Sciences 89 (14), 6575-6579, 1992 | 550 | 1992 |
A market efficiency comparison of Islamic and non-Islamic stock indices OM Al-Khazali, G Leduc, MS Alsayed Emerging Markets Finance and Trade 52 (7), 1587-1605, 2016 | 90 | 2016 |
Market efficiency of floating exchange rate systems: Some evidence from Pacific-Asian countries OM Al-Khazali, G Leduc, CS Pyun Global Finance Journal 22 (2), 154-168, 2011 | 18 | 2011 |
A European Option General First-Order Error Formula G Leduc ANZIAM J. 54 (4), 248-272, 2013 | 15 | 2013 |
Continuous dependence of a class of superprocesses on branching parameters and applications DA Dawson, K Fleischmann, G Leduc Annals of probability, 562-601, 1998 | 13 | 1998 |
The complete characterization of a general class of superprocesses G Leduc Probability theory and related fields 116 (3), 317-358, 2000 | 12 | 2000 |
Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? G Leduc Bulletin of the Malaysian Mathematical Sciences Society 39, 1329-1342, 2016 | 11* | 2016 |
Exercisability randomization of the American option G Leduc Stochastic analysis and applications 26 (4), 832-855, 2008 | 9 | 2008 |
Option convergence rate with geometric random walks approximations G Leduc Stochastic Analysis and Applications 34 (5), 767-791, 2016 | 7 | 2016 |
Joshi’s split tree for option pricing G Leduc, M Nurkanovic Hot Risks 8 (3), 81, 2020 | 5 | 2020 |
Path independence of exotic options and convergence of binomial approximations G Leduc, KJ Palmer Journal of Computational Finance, 2019 | 5 | 2019 |
Convergence rate of regime-switching trees G Leduc, X Zeng Journal of Computational and Applied Mathematics 319, 56-76, 2017 | 5 | 2017 |
What a difference one probability makes in the convergence of binomial trees G Leduc, K Palmer International Journal of Theoretical and Applied Finance 23 (06), 2050040, 2020 | 4 | 2020 |
Convergence rate of the binomial tree scheme for continuously paying options G Leduc Annales des sciences mathématiques du Québec 36 (2), 381–394, 2012 | 4 | 2012 |
The Boyle–Romberg trinomial tree, a highly efficient method for double barrier option pricing G Leduc Mathematics 12 (7), 964, 2024 | 2 | 2024 |
The randomized american option as a classical solution to the penalized problem G Leduc Journal of Function Spaces 2015 (1), 245436, 2015 | 2 | 2015 |
Martingale problem for superprocesses with non-classical branching functional G Leduc Stochastic processes and their applications 116 (10), 1468-1495, 2006 | 2 | 2006 |
Superprocesses: construction and characterization. G Leduc Carleton University, 1995 | 2 | 1995 |
The Convergence Rate of Option Prices in Trinomial Trees G Leduc, K Palmer Risks 11 (3), 52, 2023 | 1 | 2023 |
A robust method to retrieve option implied risk neutral densities for defaultable assets G Leduc, G Orosi International Journal of Financial Markets and Derivatives 5 (2/3/4), 212-224, 2016 | 1 | 2016 |