Group for Research in Decision Analysis
450.labbec portrait

Member, GERAD

Associate Professor, Department of Decision Sciences, HEC Montréal, Canada

514 340-6723
514 340-5634

Cahiers du GERAD


A simple discretization scheme for nonnegative diffusion processes with applications to option pricing
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Journal of Computational Finance, 15, 3–35, 2012 BibTeX reference
The Gerber-Shiu function and the generalized Cramér-Lundberg model
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Applied Mathematics and Computation, 218, 3035–3056, 2011 BibTeX reference
See all 6 publications…


On June 1, 2010, Chantal Labbé and Sylvain Perron have been promoted as Associate Professor of the Department of Management Sciences at HEC Montréal.

Five new members have joined GERAD’s research group. Indeed, at our last members’ meeting held on September 15, 2006, Marc Fredette, Chantal Labbé and Sylvain Perron (HEC Montréal), François Watier (UQAM) and Jean-François Frigon (École Polytechnique de Montréal) became members.