Pascal François

Publication Activity (10 Years)

Years Active: 2006-2024
Publications (10 Years): 1

Top Topics

Payoff Functions

Financial Markets

Stock Index Futures

Top Venues

Eur. J. Oper. Res.

Publications

Pascal François, Geneviève Gauthier, Frédéric Godin, Carlos Octavio Pérez Mendoza
Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information. CoRR (2024)
Pascal François, Geneviève Gauthier, Fréderic Godin
Optimal hedging when the underlying asset follows a regime-switching Markov process. Eur. J. Oper. Res. 237 (1) (2014)
Amira Annabi, Michèle Breton, Pascal François
Game theoretic analysis of negotiations under bankruptcy. Eur. J. Oper. Res. 221 (3) (2012)
Hatem Ben Ameur, Michèle Breton, Pascal François
A dynamic programming approach to price installment options. Eur. J. Oper. Res. 169 (2) (2006)