Simulating from the Heston model: A gamma approximation scheme. - Jean-François Bégin; Mylène Bédard; Patrice Gaillardetz (Monte Carlo Methods Appl., 2015)

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

Likelihood Evaluation of Jump-Diffusion Models Using Deterministic Nonlinear Filters. - Jean-François Bégin; Mathieu Boudreault (J. Comput. Graph. Stat., 2021)

The Informational Content of High-Frequency Option Prices. - Diego Amaya; Jean-François Bégin; Geneviève Gauthier (Manag. Sci., 2022)