Pascal François

According to our database, Pascal François authored at least 4 papers between 2006 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information.

Pascal François, Geneviève Gauthier, Frédéric Godin, Carlos Octavio Pérez Mendoza

CoRR, 2024

2014

Optimal hedging when the underlying asset follows a regime-switching Markov process.

Pascal François, Geneviève Gauthier, Frédéric Godin

Eur. J. Oper. Res., 2014

2012

Game theoretic analysis of negotiations under bankruptcy.

Amira Annabi, Michèle Breton, Pascal François

Eur. J. Oper. Res., 2012

2006

A dynamic programming approach to price installment options.

Hatem Ben Ameur, Michèle Breton, Pascal François

Eur. J. Oper. Res., 2006