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Bernard, Carole


 SSRN Author Rank: 2,096 by Downloads
 Assistant Professor
 

University of Waterloo


 waterloo, Ontario N2L 3G1
 Canada
 email address

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. Bernard, Carole's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
9,894
Total
Citations
99
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Bernard, Carole
University of Waterloo
Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
Posted:
01 Apr 09
Last Revised:
23 May 11
2,207
(3,075)
8

2.  
Locally-Capped Investment Products and the Retail Investor | Show Abstract | Download |
Journal of Derivatives, Vol. 18, No. 4, pp. 72-88
Accepted Paper Series
Bernard, Carole
University of Waterloo
Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
Gornall, Will
Stanford Graduate School of Business
Posted:
07 Mar 08
Last Revised:
29 Jan 12
839
(15,294)
5

3.  
Pricing Timer Options | Show Abstract | Download |
Journal of Computational Finance, Vol. 15, No. 1, 2011
Accepted Paper Series
Bernard, Carole
University of Waterloo
Cui, Zhenyu
Brooklyn College, CUNY
Posted:
19 May 10
Last Revised:
24 Jan 12
747
(18,107)
3

4.   Incl. Electronic Paper
Bernard, Carole
University of Waterloo
Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
Posted:
30 Jul 10
Last Revised:
18 Apr 13
561
(27,130)
5

5.  
Monte Carlo Methods for Pricing Discrete Parisian Options | Show Abstract | Download |
European Journal of Finance, Vol. 17, Issue 3, 2011
Accepted Paper Series
Bernard, Carole
University of Waterloo
Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
Posted:
11 Jul 09
Last Revised:
24 Jan 12
525
(29,655)
52

6.  
Static Portfolio Choice Under Cumulative Prospect Theory | Show Abstract | Download |
Mathematics and Financial Economics, Vol. 2, No. 4, March, 2010
Accepted Paper Series
Bernard, Carole
University of Waterloo
Ghossoub, Mario
Imperial College Business School
Posted:
30 Apr 09
Last Revised:
19 Jul 10
484
(33,074)
9

7.  
Bernard, Carole
University of Waterloo
Brechmann, Eike Christian
Technische Universität München (TUM)
Czado, Claudia
Technische Universität München (TUM)
Posted:
12 May 12
363
(47,258)
 

8.  
Bernard, Carole
University of Waterloo
He, Xue Dong
Columbia University - Department of Industrial Engineering and Operations Research
Yan, Jia-an
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Zhou, Xun Yu
The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
Posted:
11 Jul 11
Last Revised:
11 Dec 12
348
(49,745)
 

9.  
Pricing Derivatives With Barriers in a Stochastic Interest Rate Environment | Show Abstract | Download |
Journal of Economic Dynamics and Control, Vol. 32, No. 9, pp. 2903-2938, September 2008
Accepted Paper Series
Bernard, Carole
University of Waterloo
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Quittard-Pinon, Francois
EMLYON Business School
Posted:
26 Mar 05
Last Revised:
14 Apr 10
344
(50,467)
1

10.  
Improving the Design of Financial Products in a Multidimensional Black-Scholes Market | Show Abstract | Download |
North American Actuarial Journal, Vol. 15, No.1, pp. 77-96
Accepted Paper Series
Bernard, Carole
University of Waterloo
Maj, Mateusz
Free University of Brussels (VUB) - Faculty of Economic, Social and Political Sciences
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
14 Apr 10
Last Revised:
07 Dec 11
314
(56,296)
2

11.  
Bernard, Carole
University of Waterloo
Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
Gornall, Will
Stanford Graduate School of Business
Posted:
29 Sep 09
266
(67,841)
 

12.  
Impact of Counterparty Risk on the Reinsurance Market | Show Abstract | Download |
North American Actuarial Journal, Forthcoming
Accepted Paper Series
Bernard, Carole
University of Waterloo
Ludkovski, Michael
University of California, Santa Barbara
Posted:
07 Jan 11
Last Revised:
24 Jan 12
263
(68,655)
1

13.  
Bernard, Carole
University of Waterloo
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
10 Feb 14
Last Revised:
23 Nov 14
233
(78,424)
 

14.  
Nearly Exact Option Price Simulation Using Characteristic Functions | Show Abstract | Download |
International Journal of Theoretical and Applied Finance, Forthcoming
Working Paper Series
Bernard, Carole
University of Waterloo
Cui, Zhenyu
Brooklyn College, CUNY
McLeish, Don
University of Waterloo
Posted:
23 Jul 12
194
(94,008)
 

15.  
Bernard, Carole
University of Waterloo
Jiang, Xiao
University of Waterloo
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
13 Feb 12
Last Revised:
11 May 12
194
(94,008)
 

16.  
Protection of a Company Issuing a Certain Class of Participating Policies in a Complete Market Framework | Show Abstract | Download |
North American Actuarial , Vol. 14, No. 1, pp. 131-149, 2010
Accepted Paper Series
Bernard, Carole
University of Waterloo
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Quittard-Pinon, Francois
EMLYON Business School
Posted:
17 Jan 06
Last Revised:
27 Dec 10
190
(95,866)
 

17.  
Prices and Asymptotics for Discrete Variance Swaps | Show Abstract | Download |
Applied Mathematical Finance, Forthcoming
Accepted Paper Series
Bernard, Carole
University of Waterloo
Cui, Zhenyu
Brooklyn College, CUNY
Posted:
23 Jul 12
Last Revised:
19 Jun 13
184
(98,745)
1

18.  
Development and Pricing of a New Participating Contract | Show Abstract | Download |
North American Actuarial Journal, Vol. 10, No. 4, pp. 179-195, 2006
Accepted Paper Series
Bernard, Carole
University of Waterloo
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Quittard-Pinon, Francois
EMLYON Business School
Posted:
30 Jan 06
Last Revised:
01 Mar 10
166
(108,632)
1

19.   Incl. Electronic Paper
Bernard, Carole
University of Waterloo
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
23 Aug 11
Last Revised:
22 Nov 14
164
(110,452)
1

20.  
Bernard, Carole
University of Waterloo
Cui, Zhenyu
Brooklyn College, CUNY
Posted:
17 Jun 10
162
(111,075)
 

21.  
A New Procedure for Pricing Parisian Options | Show Abstract | Download |
Journal of Derivatives, Vol. 12, No. 4, 2005
Accepted Paper Series
Bernard, Carole
University of Waterloo
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Quittard-Pinon, Francois
EMLYON Business School
Posted:
13 Feb 12
Last Revised:
12 Jan 14
154
(116,198)
3

22.  
Bernard, Carole
University of Waterloo
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
30 Sep 12
Last Revised:
23 Jun 13
153
(116,813)
 

23.  
Optimal Portfolios Under Worst-Case Scenarios | Show Abstract | Download |
Forthcoming in Quantitative Finance
Working Paper Series
Bernard, Carole
University of Waterloo
Chen, Jit Seng
Independent
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
04 Nov 13
147
(120,872)
 

24.  
Bernard, Carole
University of Waterloo
Rüschendorf, Ludger
University of Freiburg (Germany)
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
18 Oct 13
118
(144,423)
 

25.  
Bernard, Carole
University of Waterloo
Cui, Zhenyu
Brooklyn College, CUNY
McLeish, Don
University of Waterloo
Posted:
21 Mar 12
103
(159,442)
 

26.  
Bernard, Carole
University of Waterloo
Denuit, Michel
Catholic University of Louvain
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
09 Mar 14
102
(160,561)
 

27.  
Bernard, Carole
University of Waterloo
Posted:
24 Dec 12
101
(161,666)
 

28.  
Performance Regularity: A New Class of Executive Compensation Packages | Show Abstract | Download |
Asia-Pacific Financial Markets, Vol. 19, No. 4, pp. 353-370, 2012
Accepted Paper Series
Bernard, Carole
University of Waterloo
Le Courtois, Olivier
EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Posted:
23 Jan 12
Last Revised:
11 Jan 14
90
(174,736)
1

29.  
Bernard, Carole
University of Waterloo
Hardy, Mary R.
University of Waterloo
MacKay, Anne
University of Waterloo
Posted:
30 Apr 13
Last Revised:
27 Jul 13
65
(211,684)
1

30.  
Bernard, Carole
University of Waterloo
MacKay, Anne
University of Waterloo
Muehlbeyer, Max
University of Ulm
Posted:
11 Nov 13
Last Revised:
31 Jan 14
32
(285,667)
 

31.  
Bernard, Carole
University of Waterloo
Cui, Zhenyu
Brooklyn College, CUNY
McLeish, Don
University of Waterloo
Posted:
02 Oct 13
Last Revised:
12 Jul 14
30
(291,845)
 

32.  
Bernard, Carole
University of Waterloo
Chen, Jit Seng
Independent
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
02 Feb 14
29
(295,088)
 

33.  
Bernard, Carole
University of Waterloo
Liu, Yuntao
University of Waterloo
MacGillivray, Niall
University of Waterloo
Zhang, Jinyuan
University of British Columbia (UBC)
Posted:
04 Oct 13
19
(334,507)
 

34.  
Optimal Reinsurance Arrangements Under Tail Risk Measures | Show Abstract | Download |
Journal of Risk and Insurance, Vol. 76, Issue 3, pp. 709-725, September 2009
Accepted Paper Series
Bernard, Carole
University of Waterloo
Tian, Weidong
University of North Carolina (UNC) at Charlotte - The Belk College of Business Administration
Posted:
13 Oct 09
3
(402,699)
5

35.  
Convergence of the Discrete Variance Swap in Time-Homogeneous Diffusion Models | Show Abstract |
Quantitative Finance Letters, Forthcoming
Accepted Paper Series
Bernard, Carole
University of Waterloo
Cui, Zhenyu
Brooklyn College, CUNY
McLeish, Don
University of Waterloo
Posted:
01 Oct 13
Last Revised:
09 May 14
 


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