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CIRANO Publications by Charles Dugas

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CS

Étude du biais dans le prix des options

Yoshua Bengio and Charles Dugas

CS

Incorporating Second-Order Functional Knowledge for Better Option Pricing

François Bélisle, Yoshua Bengio, Charles Dugas, René Garcia and Claude Nadeau

CS

Forecasting Non-Stationary Volatility with Hyper-Parameters

Yoshua Bengio and Charles Dugas

Étude du biais dans le prix des options

Incorporating Second-Order Functional Knowledge for Better Option Pricing

Forecasting Non-Stationary Volatility with Hyper-Parameters

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