Marie-Claude Vachon

Identifiers

• name variant Marie-Claude Vachon 0.60 · backfill

Papers (3)

1. A Unifying Approach for the Pricing of Debt Securities q-fin.PR · 2024 · author #1
2. Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation q-fin.CP · 2022 · author #3
3. A class of copulae associated with Brownian motion processes and their maxima math.ST · 2020 · author #4

Mentions

• 2403.06303 #1 · arxiv_oai · confidence 0.70 Marie-Claude Vachon
• 2207.14793 #3 · arxiv_oai · confidence 0.70 Marie-Claude Vachon
• 2004.10243 #4 · arxiv_oai · confidence 0.70 Marie-Claude Vachon

Frequent Coauthors

• Anne MacKay 2 shared papers
• Matthieu Dufour 1 shared papers
• Michel Ad\`es 1 shared papers
• Serge B. Provost 1 shared papers
• Zhenyu Cui 1 shared papers