FOURNIER, MATHIEU
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2

Hybridization of the Differential Evolution Algorithm for C..:

, In: Heuristics for Optimization and Learning; Studies in Computational Intelligence,
Gagné, Caroline ; Sioud, Aymen ; Gravel, Marc. - p. 183-198 , 2020
 
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3

Option-Based Estimation of the Price of Coskewness and Coku..:

Christoffersen, Peter ; Fournier, Mathieu ; Jacobs, Kris.
Journal of Financial and Quantitative Analysis.  56 (2020)  1 - p. 65-91 , 2020
 
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4

Beta Risk in the Cross-Section of Equities:

Boloorforoosh, Ali ; Christoffersen, Peter ; Fournier, Mathieu..
The Review of Financial Studies.  33 (2019)  9 - p. 4318-4366 , 2019
 
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5

A Tractable Framework for Option Pricing with Dynamic Marke..:

Fournier, Mathieu ; Jacobs, Kris
Journal of Financial and Quantitative Analysis.  55 (2019)  4 - p. 1117-1162 , 2019
 
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6

The Factor Structure in Equity Options:

Christoffersen, Peter ; Fournier, Mathieu ; Jacobs, Kris
The Review of Financial Studies.  31 (2018)  2 - p. 595-637 , 2018
 
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7

The Factor Structure in Equity Options:

Christoffersen, Peter ; Fournier, Mathieu ; Jacobs, Kris
The Review of Financial Studies.  31 (2017)  2 - p. 595-637 , 2017
 
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