Zobrazeno 1 - 10
of 78
pro vyhledávání: '"Guillaume Leduc"'
Autor:
Apolline Lambert, Robert C. Power, Laurent Bouby, Ivy Thomson, Sylvie Saintot, Domingo C. Salazar-García, Marie-France Deguilloux, Marie-Hélène Pemonge, Manon Lagoutte, Maïté Rivollat, Wolfgang Haak, Stéphane Rottier, Guillaume Leduc, Gwénaëlle Goude
Publikováno v:
Bulletins et Mémoires de la Société d’Anthropologie de Paris, Vol 36 (2023)
Externí odkaz:
https://doaj.org/article/ca7e63fd9d57446ca242e1a7751d982e
Autor:
Jai G.H. Rebiere, Camille de Becdelièvre, Kerry L. Sayle, Gaëlle Granier, David Au Yang, Mélie Le Roy, Muriel Gandelin, Stéphane Rottier, Guillaume Leduc, Gwénaëlle Goude
Publikováno v:
Bulletins et Mémoires de la Société d’Anthropologie de Paris, Vol 36 (2023)
Externí odkaz:
https://doaj.org/article/ba217770b9644f138dc02c0dda355a8e
Autor:
Samuel Bédécarrats, Aurore Lambert, Romana Blaser, Muriel Gandelin, Yves Gleize, Jean-Gabriel Pariat, Sylvie Saintot, Ivy Thomson, Mélie Le Roy, Gwénaëlle Goude, Guillaume Leduc, Stéphane Rottier, Consortium ANR WomenSOFar
Publikováno v:
Bulletins et Mémoires de la Société d’Anthropologie de Paris, Vol 36 (2023)
Externí odkaz:
https://doaj.org/article/cd2ad307f2454b769c143e04be557d67
Autor:
Guillaume Leduc
Publikováno v:
Mathematics, Vol 12, Iss 7, p 964 (2024)
Oscillations in option price convergence have long been a problematic aspect of tree methods, inhibiting the use of repeated Richardson extrapolation that could otherwise greatly accelerate convergence, a feature integral to some of the most efficien
Externí odkaz:
https://doaj.org/article/a0448cdd6a2e4b3ca5eefea994a2a1a1
Autor:
Janne Repschläger, Mara Weinelt, Ralph Schneider, Thomas Blanz, Guillaume Leduc, Ralf Schiebel, Gerald H. Haug
Publikováno v:
Frontiers in Ecology and Evolution, Vol 11 (2023)
Reliable reconstruction of past sea surface temperature (SST) is of prime importance for understanding the Earth’s sensitivity to external forcing. Yet, it remains a major challenge in paleoceanography because comparison between SST estimates from
Externí odkaz:
https://doaj.org/article/b70e12e87b714a4aa62db3db1b98d681
Publikováno v:
Bulletins et Mémoires de la Société d’Anthropologie de Paris, Vol 35 (2023)
Externí odkaz:
https://doaj.org/article/3ee811b4c8244b9aa91f23a6f034215a
Autor:
Guillaume Leduc, Kenneth Palmer
Publikováno v:
Risks, Vol 11, Iss 3, p 52 (2023)
We study the convergence of the binomial, trinomial, and more generally m-nomial tree schemes when evaluating certain European path-independent options in the Black–Scholes setting. To our knowledge, the results here are the first for trinomial tre
Externí odkaz:
https://doaj.org/article/40d3ee9b48844660ab0f6a068dc80dc2
Autor:
Marine Pottier, Sophie Castagnet, François Gravey, Guillaume Leduc, Corinne Sévin, Sandrine Petry, Jean-Christophe Giard, Simon Le Hello, Albertine Léon
Publikováno v:
Pathogens, Vol 12, Iss 1, p 64 (2022)
Pseudomonas aeruginosa is one of the leading causes of healthcare-associated infections in humans. This bacterium is less represented in veterinary medicine, despite causing difficult-to-treat infections due to its capacity to acquire antimicrobial r
Externí odkaz:
https://doaj.org/article/6e23da9b51da49609b7bfb7bc6c625af
Autor:
Guillaume Leduc, Merima Nurkanovic Hot
Publikováno v:
Risks, Vol 8, Iss 3, p 81 (2020)
In a thorough study of binomial trees, Joshi introduced the split tree as a two-phase binomial tree designed to minimize oscillations, and demonstrated empirically its outstanding performance when applied to pricing American put options. Here we intr
Externí odkaz:
https://doaj.org/article/fd0c2df4b2ce48289c925b278856ed55
Autor:
Guillaume Leduc
Publikováno v:
Journal of Function Spaces, Vol 2015 (2015)
We connect the exercisability randomized American option to the penalty method by showing that the randomized American option value u is the unique classical solution to the Cauchy problem corresponding to the canonical penalty problem for American o
Externí odkaz:
https://doaj.org/article/3525a67149b04f4c92a3e994c20a2bef