Geneviève Gauthier
Scholar

Geneviève Gauthier

Google Scholar ID: Ec--3xgAAAAJ
Professeur, HEC Montréal
MathematicsFinancial engineering Credit riskRisk management
Google Scholar↗
Citations & Impact
All-time
Citations
518
 
H-index
14
 
i10-index
18
 
Publications
20
 
Co-authors
7
list available
Contact
No contact links provided.
Publications
2 items
Deep Hedging with Options Using the Implied Volatility Surface
2025
Cited
0
Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information
arXiv.org · 2024
Cited
2
Resume (English only)
Co-authors
7 total
Co-author 1
Co-author 1
Co-author 2
Co-author 2
Co-author 3
Co-author 3
Pascal Francois
Pascal Francois
Professor of Finance, HEC Montreal
Co-author 5
Co-author 5
Co-author 6
Co-author 6
Co-author 7
Co-author 7