Incorporating Second-Order Functional Knowledge for Better Option Pricing. - Charles Dugas; Yoshua Bengio; François Bélisle; Claude Nadeau; René Garcia (NIPS, 2000)

Representation formulas for Malliavin derivatives of diffusion processes. - Jérôme Detemple; René Garcia; Marcel Rindisbacher (Finance Stochastics, 2005)

Asymptotic Properties of Monte Carlo Estimators of Derivatives. - Jérôme Detemple; René Garcia; Marcel Rindisbacher (Manag. Sci., 2005)

Proper Conditioning for Coherent VaR in Portfolio Management. - René Garcia; Éric Renault; Georges Tsafack (Manag. Sci., 2007)

Incorporating Functional Knowledge in Neural Networks. - Charles Dugas; Yoshua Bengio; François Bélisle; Claude Nadeau; René Garcia (J. Mach. Learn. Res., 2009)

Economic Implications of Nonlinear Pricing Kernels. - Caio Almeida; René Garcia (Manag. Sci., 2017)