Denis-Alexandre Trottier
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Person:2038227
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Option pricing in regime-switching frameworks with the extended Girsanov principle Insurance Mathematics & Economics | 2021-07-06 | Paper |
| A general class of distortion operators for pricing contingent claims with applications to CAT bonds Scandinavian Actuarial Journal | 2019-08-09 | Paper |
| Option pricing under regime-switching models: novel approaches removing path-dependence Insurance Mathematics & Economics | 2019-06-17 | Paper |
| The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models Journal of Forecasting | 2018-10-12 | Paper |
| LOCAL HEDGING OF VARIABLE ANNUITIES IN THE PRESENCE OF BASIS RISK ASTIN Bulletin | 2018-06-06 | Paper |
Research outcomes over time
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