Asymptotic Distribution of the EMS Option Price Estimator. - Jin-Chuan Duan; Geneviève Gauthier; Jean-Guy Simonato (Manag. Sci., 2001)

Linearized Nelson-Siegel and Svensson models for the estimation of spot interest rates. - Geneviève Gauthier; Jean-Guy Simonato (Eur. J. Oper. Res., 2012)

A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables. - Michel Denault; Jean-Guy Simonato; Lars Stentoft (Comput. Oper. Res., 2013)

Dynamic portfolio choices by simulation-and-regression: Revisiting the issue of value function vs portfolio weight recursions. - Michel Denault; Jean-Guy Simonato (Comput. Oper. Res., 2017)