Pascal Letourneau, Ph.D.
Affiliations: | 2013 | Fianance | HEC Montreal (Canada) |
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FinanceGoogle:
"Pascal Letourneau"Parents
Sign in to add mentorLars Stentoft | grad student | 2013 | HEC Montreal (Canada) | |
(Trois essais sur les produits derives en finance.) |
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Publications
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Létourneau P. (2019) An Improved Estimation Method for a Family of GARCH Models Journal of Derivatives. 27: 67-91 |
Kang SB, Létourneau P. (2017) The Model-Free Equivalence Condition for American Spread Options Theoretical Economics Letters. 7: 757-763 |
Kang SB, Létourneau P. (2016) Investors' reaction to the government credibility problem: A real option analysis of emission permit policy risk Energy Economics. 54: 96-107 |
Letourneau P, Stentoft L. (2014) Refining the least squares Monte Carlo method by imposing structure Quantitative Finance. 14: 495-507 |