GAUTHIER, Geneviève et al.;
« The informational Content of High-Frequency Option Prices »,
Management Science, 2021 (status : accepted).
GAUTHIER, Geneviève et al.;
« On the Estimation of Jump-Diffusion Models Using Intraday Data: A Filtering-Based Approach »,
SIAM Journal on Financial Mathematics, 2020 (status : accepted).
BOURSICOT, Delphine, GAUTHIER, Geneviève, ESFAHANI, Farhad;
« Contingent Convertible Debt: The Impact on Equity Holders »,
Risks, vol. 7, no 2, 2019, p. 1-35.
BÉGIN, Jean-François, BOUDREAULT, Mathieu, DOLJANU, Delia Alexandra, GAUTHIER, Geneviève;
« Credit and Systemic Risks in the Financial Services Sector: Evidence From the 2008 Global Crisis »,
The Journal of Risk and Insurance, vol. 86, no 2, 2019, p. 263-296.
BÉGIN, Jean-François, DORION, Christian, GAUTHIER, Geneviève;
« Idiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options »,
The Review of Financial Studies, vol. 33, no 1, 2019, p. 155-211.
FERLAND, René, GAUTHIER, Geneviève, LALANCETTE, Simon;
« The Sensitivity of Interest Rate Options to Monetary Policy Decisions: A Regime-Shift Pricing Approach »,
Journal of Futures Markets, vol. 36, no 1, 2016, p. 66-87.
DUPUIS, Debbie J., GAUTHIER, Geneviève, GODIN, Frédéric;
« Short-term Hedging for an Electricity Retailer »,
Energy Journal, vol. 37, no 2, 2016, p. 31-59.
AMAYA, Diego, GAUTHIER, Geneviève, LEAUTIER, Thomas-Olivier;
« Dynamic Risk Management: Investment, Capital Structure, and Hedging in the Presence of Financial Frictions »,
The Journal of Risk and Insurance, vol. 82, no 2, 2015, p. 359-399.
FRANÇOIS, Pascal, GAUTHIER, Geneviève, GODIN, Frédéric;
« Optimal hedging when the underlying asset follows a regime-switching Markov process »,
European Journal of Operational Research, vol. 237, no 1, 2014, p. 312-322.
BOUDREAULT, Mathieu, GAUTHIER, Geneviève, THOMASSIN, Tommy;
« Contagion effect on bond portfolio risk measures in a hybrid credit risk model »,
Finance Research Letters, vol. 11, no 2, 2014, p. 131-139.
