Geneviève Gauthier

Available identifiers

zbMath Open gauthier.genevieveWikidataQ42938157 ScholiaQ42938157MaRDI QIDQ439702

List of research outcomes

Publication	Date of Publication	Type
On the Estimation of Jump-Diffusion Models Using Intraday Data: A Filtering-Based Approach	2021-05-28	Paper
Price bias and common practice in option pricing	2020-04-28	Paper
Estimation of correlations in portfolio credit risk models based on noisy security prices	2018-08-13	Paper
Optimal hedging when the underlying asset follows a regime-switching Markov process	2015-02-04	Paper
Linearized Nelson-Siegel and Svensson models for the estimation of spot interest rates	2012-08-16	Paper
Asymptotic distribution of the EMS option price estimator	2012-02-19	Paper
https://portal.mardi4nfdi.de/entity/Q4444010	2004-01-19	Paper
https://portal.mardi4nfdi.de/entity/Q4407581	2003-11-10	Paper
Multilevel bilinear systems of stochastic differential equations	1998-03-29	Paper
https://portal.mardi4nfdi.de/entity/Q4837997	1995-08-30	Paper
https://portal.mardi4nfdi.de/entity/Q4303385	1994-10-04	Paper

Research outcomes over time

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