René Garcia

Publication Activity (10 Years)

Years Active: 2000-2017
Publications (10 Years): 1

Top Topics

Diffusion Processes

Kernel Principal Component Analysis

Top Venues

Publications

Caio Almeida, René Garcia
Economic Implications of Nonlinear Pricing Kernels. Manag. Sci. 63 (10) (2017)
Charles Dugas, Yoshua Bengio, François Bélisle, Claude Nadeau, René Garcia
Incorporating Functional Knowledge in Neural Networks. J. Mach. Learn. Res. 10 (2009)
René Garcia, Éric Renault, Georges Tsafack
Proper Conditioning for Coherent VaR in Portfolio Management. Manag. Sci. 53 (3) (2007)
Jérôme Detemple, René Garcia, Marcel Rindisbacher
Asymptotic Properties of Monte Carlo Estimators of Derivatives. Manag. Sci. 51 (11) (2005)
Jérôme Detemple, René Garcia, Marcel Rindisbacher
Representation formulas for Malliavin derivatives of diffusion processes. Finance Stochastics 9 (3) (2005)
Charles Dugas, Yoshua Bengio, François Bélisle, Claude Nadeau, René Garcia
Incorporating Second-Order Functional Knowledge for Better Option Pricing. NIPS (2000)