Best Paper on Derivatives Award from the NFA for Geneviève Gauthier and two other professors
October 12, 2017
A scientific paper co-authored by Professor Geneviève Gauthier and her colleagues Professors Diego Amaya, of Wilfrid Laurier University, and Jean-François Bégin, of Simon Fraser University, won the Best Paper Award in the “Best Paper on Derivatives” category at the annual Conference of the Northern Finance Association (NFA) in Halifax last month.
The paper, entitled Extracting Latent States from High Frequency Option Prices, was chosen for its scientific quality, beating out dozens of other entries from around the world.
The annual NFA Conference is one of the largest North American gatherings for finance professors, practitioners and PhD candidates. This year, only 19% of the papers submitted were accepted.