Jean-François Bégin

Available identifiers

zbMath Open begin.jean-francoisMaRDI QIDQ500380

List of research outcomes

Publication	Date of Publication	Type
Ensemble Economic Scenario Generators: Unity Makes Strength	2023-10-20	Paper
Option pricing under stochastic volatility models with latent volatility	2023-09-25	Paper
A discrete-time hedging framework with multiple factors and fat tails: on what matters	2023-02-01	Paper
Controlling the effects of adverse selection in flexible benefit plans: a pricing-based approach	2022-07-15	Paper
Likelihood Evaluation of Jump-Diffusion Models Using Deterministic Nonlinear Filters	2022-03-29	Paper
ON COMPLEX ECONOMIC SCENARIO GENERATORS: IS LESS MORE?	2021-12-27	Paper
On the Estimation of Jump-Diffusion Models Using Intraday Data: A Filtering-Based Approach	2021-05-28	Paper
Levelling the playing field: a VIX-linked structure for funded pension schemes	2020-11-19	Paper
Price bias and common practice in option pricing	2020-04-28	Paper
ECONOMIC SCENARIO GENERATOR AND PARAMETER UNCERTAINTY: A BAYESIAN APPROACH	2019-05-29	Paper
Simulating from the Heston model: a gamma approximation scheme	2015-10-02	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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