AD Scientific Index
 Open Nav
Login Login Pricing & Plans Pricing & Plans
Clarence Simard

Clarence Simard

Université du Québec Montréal - Montréal / Canada
Others
AD Scientific Index ID: 5488710
University of Québec in Montréal
person_outline Clarence Simard's MOST POPULAR ARTICLES
1-) Decision trees do not generalize to new variations Computational Intelligence 26 (4), 449-467, 2010
2-) Assessing the effectiveness of local and global quadratic hedging under GARCH models Quantitative Finance 17 (9), 1305-1318, 2017
3-) Forecasting time series with multivariate copulas Dependence modeling 3 (1), 000010151520150005, 2015
4-) A stochastic control problem with linearly bounded control rates in a Brownian model SIAM Journal on Control and Optimization 59 (5), 3103-3117, 2021
5-) Pricing European options in a discrete time model for the limit order book Methodology and Computing in Applied Probability 21 (3), 985-1005, 2019