Guillaume Leduc

According to our database, Guillaume Leduc authored at least 2 papers between 2017 and 2026.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2026

Time-varying volatility model equipped with regime switching factor: Valuation of option price written on energy futures.

Guillaume Leduc, Farshid Mehrdoust, Idin Noorani

Math. Comput. Simul., 2026

2017

Convergence rate of regime-switching trees.

Guillaume Leduc, Xiangchen Zeng

J. Comput. Appl. Math., 2017