René Garcia

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

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2017

Economic Implications of Nonlinear Pricing Kernels.

Caio Almeida, René Garcia

Manag. Sci., 2017

2009

Incorporating Functional Knowledge in Neural Networks.

Charles Dugas, Yoshua Bengio, François Bélisle, Claude Nadeau, René Garcia

J. Mach. Learn. Res., 2009

2007

Proper Conditioning for Coherent VaR in Portfolio Management.

René Garcia, Éric Renault, Georges Tsafack

Manag. Sci., 2007

2005

Asymptotic Properties of Monte Carlo Estimators of Derivatives.

Jérôme Detemple, René Garcia, Marcel Rindisbacher

Manag. Sci., 2005

Representation formulas for Malliavin derivatives of diffusion processes.

Jérôme Detemple, René Garcia, Marcel Rindisbacher

Finance Stochastics, 2005

2000

Incorporating Second-Order Functional Knowledge for Better Option Pricing.

Charles Dugas, Yoshua Bengio, François Bélisle, Claude Nadeau, René Garcia

Proceedings of the Advances in Neural Information Processing Systems 13, 2000