Clarence Simard

Clarence Simard

Professeur
Photo de Clarence Simard
Téléphone : (514) 987-3000 poste 5287
Local : PK-5635
Langues : Français, Anglais
Informations générales

Cheminement académique

Ph.D. Mathématiques, Université de Montréal.
M.Sc. Ingénierie financière, HEC Montréal.

Enseignement

Publications

Articles scientifiques
  • Simard, C. Martingale decomposition of a L2 space with nonlinear stochastic integrals. Journal of Applied Probability, 56(4).
    Notes: (À paraître)
  • Augustinyak, M., Godin, F. et Simard, C. (2019). A profitable modification to global quadratic hedging. Journal of Economic Dynamics and Control, 104, 111–131. http://dx.doi.org/10.1016/j.jedc.2019.05.008.
  • Simard, C. et Rémillard, B. (2019). Pricing European Options in a Discrete Time Model for the Limit Order Book. Methodology and Computing in Applied Probability, 21(3), 985–1005. http://dx.doi.org/10.1007/s11009-017-9610-3.
  • Augustyniak, M., Godin, F. et Simard, C. (2016). Assessing the effectiveness of local and global quadratic hedging under GARCH models. Quantitative Finance. http://dx.doi.org/10.2139/ssrn.2795785.
  • Simard, C. et Rémillard, B. (2015). Forecasting time series with multivariate copulas. Dependence modeling, 3(1), 59–82. http://dx.doi.org/10.1515/demo-2015-0005.
Autres publications