Geneviève Gauthier

11 papers A 2B 1Journal 7Unranked 1
YearRankTypeTitle / Venue / Authors
2024 J jnl
Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information.
CoRR
Pascal François, Geneviève Gauthier, Frédéric Godin, Carlos Octavio Pérez Mendoza
2022 J jnl
The Informational Content of High-Frequency Option Prices.
Manag. Sci.
Diego Amaya, Jean-François Bégin, Geneviève Gauthier
2020 J jnl
On the Estimation of Jump-Diffusion Models Using Intraday Data: A Filtering-Based Approach.
SIAM J. Financial Math.
Jean-François Bégin, Diego Amaya, Geneviève Gauthier, Marie-Ève Malette
2015 B conf
Cognitive productivity: Can cognitive science improve how knowledge workers' use IT to learn from source material?
CogSci
Luc Beaudoin, Geneviève Gauthier, Philip H. Winne
2014 J jnl
Optimal hedging when the underlying asset follows a regime-switching Markov process.
Eur. J. Oper. Res.
Pascal François, Geneviève Gauthier, Frédéric Godin
2013 A conf
Modelling Domain-Specific Self-regulatory Activities in Clinical Reasoning.
AIED
Susanne P. Lajoie, Eric G. Poitras, Laura Naismith, Geneviève Gauthier, Christina Summerside, Maedeh Kazemitabar, Tara Tressel, Lila Lee, Jeffrey Wiseman
2013 — conf
Using Teaching Analytics to Inform Assessment Practices in Technology Mediated Problem Solving Tasks.
IWTA@LAK
Geneviève Gauthier
2012 J jnl
Linearized Nelson-Siegel and Svensson models for the estimation of spot interest rates.
Eur. J. Oper. Res.
Geneviève Gauthier, Jean-Guy Simonato
2009 J jnl
Convergence of Data Sources in the Analysis of Complex Learning Environments.
Res. Pract. Technol. Enhanc. Learn.
Susanne P. Lajoie, Geneviève Gauthier, Jingyan Lu
2009 A conf
Validating and Representing Case Based Knowledge.
AIED
Geneviève Gauthier, Susanne P. Lajoie
2001 J jnl
Asymptotic Distribution of the EMS Option Price Estimator.
Manag. Sci.
Jin-Chuan Duan, Geneviève Gauthier, Jean-Guy Simonato