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Biography

Geneviève Gauthier has a Ph.D. in mathematics from Carleton University, and is full professor in the Department of Decision Sciences at HEC Montréal. Her main fields of research are differential stochastic calculation, stochastic processes,derivatives (finance), financial modelling and financial engineering.
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Publications by Geneviève Gauthier

1 publications
CS
April 1, 1999

Pricing Discretely Monitored Barrier Options by a Markov Chain

Jin-Chuan Duan, Evan Dudley, Geneviève Gauthier and Jean-Guy Simonato

Competition
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