BÉGIN, Jean-François, GAUTHIER, Geneviève et al.;
« Price Bias and Common Practice in Option Pricing »,
The Canadian Journal of Statistics/La revue canadienne de statistique, 2019 (status : accepted).
BÉGIN, Jean-François, DORION, Christian, GAUTHIER, Geneviève;
« Idiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options »,
Review of Financial Studies, 2019 (status : accepted).
DUPUIS, Debbie J., GAUTHIER, Geneviève, GODIN, Frédéric;
« Short-term Hedging for an Electricity Retailer »,
Energy Journal, vol. 37, no 2, Avril 2016, p. 31-59.
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, Janvier 2016, p. 66-87.
AMAYA, Diego, GAUTHIER, Geneviève, LEAUTIER, Thomas-Olivier;
« Dynamic Risk Management: Investment, Capital Structure, and Hedging in the Presence of Financial Frictions »,
Journal of Risk and Insurance, vol. 82, no 2, Juin 2015, p. 359-399.
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, Juin 2014, p. 131-139.
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, Août 2014, p. 312-322.
BOUDREAULT, Mathieu, GAUTHIER, Geneviève, THOMASSIN, Tommy;
« Recovery rate risk and credit spreads in a hybrid credit risk model »,
Journal of Credit Risk, vol. 9, no 3, Automne 2013, p. 3-39.
