Group for Research in Decision Analysis
856.gauthierg6 portrait

Member, GERAD

Professor, Department of Decision Sciences, HEC Montréal, Canada

Cahiers du GERAD

See all 19 Cahiers…

Publications

See all 30 publications…

News

A scientific paper co-authored by Professor Geneviève Gauthier and her colleagues Professors Diego Amaya, of Wilfrid Laurier University, and Jean-François Bégin, of Simon Fraser University, won the Best Paper Award in the "Best Paper on Derivatives" category at the annual Conference of the Northern Finance Association (NFA) in Halifax last month.

The paper, entitled Extracting Latent States from High Frequency Option Prices, was chosen for its scientific quality, beating out dozens of other entries from around the world.

See all 20 news postings…

Events

See all 8 events…