Geneviève Gauthier

HEC Montreal

3000, Chemin de la Côte-Sainte-Catherine

Montreal, Quebec H2X 2L3

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

21

SSRN CITATIONS

0

CROSSREF CITATIONS

6

Scholarly Papers (2)

1.

The Performance of Analytical Approximations for the Computation of Asian Quanto-Basket Option Prices

Multinational Finance Journal, Vol. 7, No. 1/2, p. 55-82, 2003
Number of pages: 27 Posted: 07 Jul 2015
Jean-Yves Datey, Geneviève Gauthier and Jean-Guy Simonato
Commission scolaire de Montréal (CSDM), HEC Montreal and HEC Montréal
Downloads 19 (539,384)

Abstract:

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analytical approximation; Asian option; basket option; option pricing; quanto option

2.

Credit and Systemic Risks in the Financial Services Sector: Evidence from the 2008 Global Crisis

Journal of Risk and Insurance, Vol. 86, Issue 2, pp. 263-296, 2019
Number of pages: 34 Posted: 11 May 2019
Simon Fraser University, University of Quebec at Montreal (UQAM), National Bank of Canada and HEC Montreal
Downloads 2 (652,575)
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