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Alexandre Carbonneau
Observed name:
Carbonneau, Alexandre
Observed institutions:
Concordia University,
Concordia University
ORCID:
0000-0003-3292-3283
Observed ORCID:
0000-0003-3292-3283
OpenAlex ID:
A5046535778
Works
6
Awards
1
Deep hedging of long-term financial derivatives
2021
·
Alexandre Carbonneau
·
Insurance Mathematics and Economics
·
41
PDF
Equal risk pricing of derivatives with deep hedging
2020
·
Alexandre Carbonneau
, Frédéric Godin
·
Quantitative Finance
·
27
PDF
Deep Equal Risk Pricing of Financial Derivatives with Multiple Hedging Instruments
2021
·
Carbonneau, Alexandre
, Godin, Frédéric
·
RePEc: Research Papers in Economics
·
10
PDF
Deep Equal Risk Pricing of Financial Derivatives with Non-Translation Invariant Risk Measures
2023
·
Alexandre Carbonneau
, Frédéric Godin
·
Risks
·
5
PDF
Deep equal risk pricing of illiquid derivatives with multiple hedging instruments
2024
·
Alexandre Carbonneau
, Frédéric Godin
·
The Journal of Computational Finance
·
1
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Works count:
6
Citation count:
85
H-index:
4
I10-index:
3
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