关注
Guillaume Leduc
Guillaume Leduc
在 aus.edu 的电子邮件经过验证
标题
引用次数
引用次数
年份
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
5501992
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
902016
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
182011
A European Option General First-Order Error Formula
G Leduc
ANZIAM J. 54 (4), 248-272, 2013
152013
Continuous dependence of a class of superprocesses on branching parameters and applications
DA Dawson, K Fleischmann, G Leduc
Annals of probability, 562-601, 1998
131998
The complete characterization of a general class of superprocesses
G Leduc
Probability theory and related fields 116 (3), 317-358, 2000
122000
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
92008
Option convergence rate with geometric random walks approximations
G Leduc
Stochastic Analysis and Applications 34 (5), 767-791, 2016
72016
Joshi’s split tree for option pricing
G Leduc, M Nurkanovic Hot
Risks 8 (3), 81, 2020
52020
Path independence of exotic options and convergence of binomial approximations
G Leduc, KJ Palmer
Journal of Computational Finance, 2019
52019
Convergence rate of regime-switching trees
G Leduc, X Zeng
Journal of Computational and Applied Mathematics 319, 56-76, 2017
52017
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
42020
Convergence rate of the binomial tree scheme for continuously paying options
G Leduc
Annales des sciences mathématiques du Québec 36 (2), 381–394, 2012
42012
The Boyle–Romberg trinomial tree, a highly efficient method for double barrier option pricing
G Leduc
Mathematics 12 (7), 964, 2024
22024
The randomized american option as a classical solution to the penalized problem
G Leduc
Journal of Function Spaces 2015 (1), 245436, 2015
22015
Martingale problem for superprocesses with non-classical branching functional
G Leduc
Stochastic processes and their applications 116 (10), 1468-1495, 2006
22006
Superprocesses: construction and characterization.
G Leduc
Carleton University, 1995
21995
The Convergence Rate of Option Prices in Trinomial Trees
G Leduc, K Palmer
Risks 11 (3), 52, 2023
12023
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
12016
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