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Jean-François Bégin

Orcid: 0000-0002-6519-2440

According to our database1, Jean-François Bégin authored at least 4 papers between 2015 and 2022.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of six.

Timeline

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Links

On csauthors.net:

Bibliography

2022
The Informational Content of High-Frequency Option Prices.
[BibTeX]
[DOI]
Diego Amaya
,
Jean-François Bégin
,
Geneviève Gauthier
Manag. Sci., 2022

2021
Likelihood Evaluation of Jump-Diffusion Models Using Deterministic Nonlinear Filters.
[BibTeX]
[DOI]
Jean-François Bégin
,
Mathieu Boudreault
J. Comput. Graph. Stat., 2021

2020
On the Estimation of Jump-Diffusion Models Using Intraday Data: A Filtering-Based Approach.
[BibTeX]
[DOI]
Jean-François Bégin
,
Diego Amaya
,
Geneviève Gauthier
,
Marie-Ève Malette
SIAM J. Financial Math., 2020

2015
Simulating from the Heston model: A gamma approximation scheme.
[BibTeX]
[DOI]
Jean-François Bégin
,
Mylène Bédard
,
Patrice Gaillardetz
Monte Carlo Methods Appl., 2015


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