René Garcia

According to our database1, René Garcia authored at least 6 papers between 2000 and 2017.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2017
Economic Implications of Nonlinear Pricing Kernels.
Management Science, 2017

2009
Incorporating Functional Knowledge in Neural Networks.
Journal of Machine Learning Research, 2009

2007
Proper Conditioning for Coherent VaR in Portfolio Management.
Management Science, 2007

2005
Asymptotic Properties of Monte Carlo Estimators of Derivatives.
Management Science, 2005

Representation formulas for Malliavin derivatives of diffusion processes.
Finance and Stochastics, 2005

2000
Incorporating Second-Order Functional Knowledge for Better Option Pricing.
Proceedings of the Advances in Neural Information Processing Systems 13, 2000


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