Pascal Letourneau
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Article under second Revise and Resubmit (R&R^2)

12/18/2012

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Great news! We just received our response after submitting our revised version of "Refining the Least Square Monte Carlo method by imposing structure": we have one single comment and we should be able to send a final version shortly.
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EFA 2013 conference in Florida

12/10/2012

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I am pleased to inform you that your paper entitled "The Cap Market, Term Structure and Unspanned Factors: Taking Care of Non-Linearity" has been provisionally accepted for the 2013 Eastern Finance Association (EFA) Annual Meetings at the TradeWinds Island Resorts in St. Pete Beach, Florida, April 10 - 13, 2013.
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I will proudly present our paper in Florida in April 2013. I will also discuss a paper during the Conference.

I will probably take a couple of days on my own to take advantage of this beautiful resort.

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Article under second review in Quantitative Finance

12/6/2012

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After revising the paper "Refining the Least Squares Monte Carlo Method by Imposing Structure" according to the referee's report, the article was submitted for a second review.
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    Pascal Letourneau
    Ph.D. in Finance

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