Denis-Alexandre Trottier

Available identifiers

zbMath Open trottier.denis-alexandreMaRDI QIDQ2038227

List of research outcomes

Publication	Date of Publication	Type
Option pricing in regime-switching frameworks with the extended Girsanov principle	2021-07-06	Paper
A general class of distortion operators for pricing contingent claims with applications to CAT bonds	2019-08-09	Paper
Option pricing under regime-switching models: novel approaches removing path-dependence	2019-06-17	Paper
The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models	2018-10-12	Paper
LOCAL HEDGING OF VARIABLE ANNUITIES IN THE PRESENCE OF BASIS RISK	2018-06-06	Paper

Research outcomes over time

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