Narrow search
Showing 31 - 40 of 107
Cover Image
Dynamic risk management : investment, capital structure, and hedging in the presence of financial frictions
Amaya, Diego; Gauthier, Geneviève; Léautier, … - In: The journal of risk and insurance : the journal of the … 82 (2015) 2, pp. 359-399
Persistent link: https://www.econbiz.de/10011392996
Cover Image
Risk management of nonstandard basket options with different underlying assets
Dionne, Georges; Gauthier, Geneviève; Ouertani, Nadia - In: The journal of futures markets 33 (2013) 4, pp. 299-326
Persistent link: https://www.econbiz.de/10009725659
Cover Image
Optimal hedging when the underlying asset follows a regime-switching Markov process
François, Pascal; Gauthier, Geneviève; Godin, Frédéric - In: European journal of operational research : EJOR 237 (2014) 1, pp. 312-322
Persistent link: https://www.econbiz.de/10010378599
Cover Image
Short-term hedging for an electricity retailer
Dupuis, Debbie J.; Gauthier, Geneviève; Godin, Frédéric - In: The energy journal 37 (2016) 2, pp. 31-59
Persistent link: https://www.econbiz.de/10011458291
Cover Image
A regime-switching term structure model with observable state variables
Ferland, René; Gauthier, Geneviève; Lalancette, Simon - In: Finance research letters 7 (2010) 2, pp. 103-109
Persistent link: https://www.econbiz.de/10009272767
Cover Image
Linearized Nelson-Siegel and Svensson models for the estimation of spot interest rates
Gauthier, Geneviève; Simonato, Jean-Guy - In: European journal of operational research : EJOR 219 (2012) 2, pp. 442-451
Persistent link: https://www.econbiz.de/10009514314
Cover Image
La modélisation des risques, peut-on dompter le hasard?
Gauthier, Geneviève - In: Assurances et gestion des risques : revue trimestrielle 80 (2012/13) 1, pp. 35-52
Persistent link: https://www.econbiz.de/10009568098
Cover Image
Heterogeneous basket options pricing using analytical approximations
Dionne, Georges; Gauthier, Geneviève; Ouertani, Nadia; … - In: Multinational finance journal : MF ; quarterly … 15 (2011) 1/2, pp. 47-85
Persistent link: https://www.econbiz.de/10009387541
Cover Image
Estimation of physical intensity models for default risk
Denault, Michel; Gauthier, Geneviève; Simonato, Jean-Guy - In: The journal of futures markets 29 (2009) 2, pp. 95-113
Persistent link: https://www.econbiz.de/10003831056
Cover Image
The performance of analytical approximations for the computation of Asian quanto-basket option prices
Datey, Jean-Yves; Gauthier, Geneviève; Simonato, Jean-Guy - In: Multinational finance journal : MF ; quarterly … 7 (2003) 1/2, pp. 55-81
Persistent link: https://www.econbiz.de/10001849993