Cahiers du GERAD
Publications
Aug 2018
Testing independence in arbitrary distributions
Christian Genest, Johanna Neslehova, Bruno Rémillard, and Orla Murphy
To appear in: Biometrika, 2018
BibTeX reference
Jan 2018
Dynamic programming and parallel computing for valuing two-dimensional American options
Malek Ben-Abdellatif, Hatem Ben-Ameur, and Bruno Rémillard
To appear in: Journal of Systems Science and Complexity, 2018
BibTeX reference
News
Nov 1, 2018
Title: On time-varying volatility and financial derivatives
Mar 14, 2018
Title: Investment decisions under hedging concerns : Variance risk premium & risk budgeting
Apr 4, 2017
Title: Valuing financial derivatives under Lévy processes
Events
11:00 AM–12:00 PMAug 27, 2018 11:00 AM
GERAD seminar
Anatoliy Swishchuk – University of Calgary, Canada
Anatoliy Swishchuk – University of Calgary, Canada
Room 4488, André-Aisenstadt Building, Université de Montréal Campus
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