Cahiers du GERAD
Jul 2017
Massimo Caccia and Bruno Rémillard
G-2017-60
Publications
Sep 2017
Bruno Rémillard, Bouchra Nasri, and Taoufik Bouezmarni
Statistics & Probability Letters, 128, 14–20, 2017
BibTeX reference
Aug 2017
Bruno Rémillard, Alexandre Hocquard, Hugo Lamarre, and Nicolas Papageorgiou
Modern Economy, 8(8), 1005–1032, 2017
BibTeX reference
Jul 2017
Christian Genest, Johanna Neslehova, and Bruno Rémillard
Journal of Multivariate Analysis, 159, 82–110, 2017
BibTeX reference
News
Mar 14, 2018
Title: Investment decisions under hedging concerns : Variance risk premium & risk budgeting
Apr 4, 2017
Title: Valuing financial derivatives under Lévy processes
Mar 22, 2017
Title: Dynamic programming and parallel computing for valuing two-dimensional financial derivatives
Events
03:00 PM–04:00 PMApr 3, 2018 03:00 PM
GERAD seminar
Kilani Ghoudi – United Arab Emirates University, United Arab Emirates
Kilani Ghoudi – United Arab Emirates University, United Arab Emirates
Room 4488, André-Aisenstadt Building, Université de Montréal Campus
03:30 PM–04:30 PMFeb 27, 2018 03:30 PM
“Meet a GERAD researcher!” seminar
Bouchra Nasri – HEC Montréal, Canada
Bouchra Nasri – HEC Montréal, Canada
Room 4488, André-Aisenstadt Building, Université de Montréal Campus
10:45 AM–12:00 PMOct 18, 2017 10:45 AM
GERAD seminar
Taoufik Bouezmarni – Université de Sherbrooke, Canada
Taoufik Bouezmarni – Université de Sherbrooke, Canada
HEC Montréal, Banque Scotia room