According to our database1, René Garcia authored at least 6 papers between 2000 and 2017.
Legend:Book In proceedings Article PhD thesis Other
Economic Implications of Nonlinear Pricing Kernels.
Management Science, 2017
Incorporating Functional Knowledge in Neural Networks.
Journal of Machine Learning Research, 2009
Proper Conditioning for Coherent VaR in Portfolio Management.
Management Science, 2007
Asymptotic Properties of Monte Carlo Estimators of Derivatives.
Management Science, 2005
Representation formulas for Malliavin derivatives of diffusion processes.
Finance and Stochastics, 2005
Incorporating Second-Order Functional Knowledge for Better Option Pricing.
Proceedings of the Advances in Neural Information Processing Systems 13, 2000