Rémi Galarneau-Vincent

HEC Montréal, Students

Montreal

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

436

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Venturing into Uncharted Territory: An Extensible Parametric Implied Volatility Surface Model

Number of pages: 66 Posted: 19 Jul 2021 Last Revised: 15 Feb 2022
Pascal Francois, Rémi Galarneau-Vincent, Geneviève Gauthier and Frédéric Godin
HEC Montreal - Department of Finance, HEC Montréal, Students, Department of decision Sciences and GERADAssociate member, Oxford-Man Institute (OMI) and Concordia University, Quebec - Department of Mathematics & Statistics
Downloads 276 (158,075)

Abstract:

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Implied volatility surfaces, Incomplete Markets, Derivatives pricing, Factor models.

2.

Foreseeing the Worst: Forecasting Electricity DART Spikes

Number of pages: 44 Posted: 23 Jun 2022
Rémi Galarneau-Vincent, Geneviève Gauthier and Frédéric Godin
HEC Montréal, Students, Department of decision Sciences and GERADAssociate member, Oxford-Man Institute (OMI) and Concordia University, Quebec - Department of Mathematics & Statistics
Downloads 160 (260,762)

Abstract:

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Power markets, Spikes prediction, DART spreads, NYISO, Predictive analytics, Statistical learning