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
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
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