Helical dichroism in enantiomeric solutions von Jain, Ashish, Bégin, Jean-Luc, Bhardwaj, Ravi

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Nonlinear helical dichroism in chiral and achiral molecules von Bégin, Jean-Luc, Jain, Ashish, Parks, Andrew, Hufnagel, Felix, Corkum, Paul, Karimi, Ebrahim, Brabec, Thomas, Bhardwaj, Ravi

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Idiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options von Bégin, Jean-François, Dorion, Christian, Gauthier, Geneviève

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Chiral discrimination by recollision enhanced femtosecond laser mass spectrometry von Bégin, Jean-Luc, Alsaawy, Maye, Bhardwaj, Ravi

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A discrete-time hedging framework with multiple factors and fat tails: On what matters von Augustyniak, Maciej, Badescu, Alexandru, Bégin, Jean-François

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Intrinsic dichroism in amorphous and crystalline solids with helical light von Jain, Ashish, Bégin, Jean-Luc, Corkum, Paul, Karimi, Ebrahim, Brabec, Thomas, Bhardwaj, Ravi

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Leveraging prices from credit and equity option markets for portfolio risk management von Bégin, Jean‐François, Boudreault, Mathieu, Thériault, Mathieu

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Levelling the playing field: A VIX-linked structure for funded pension schemes von Bégin, Jean-François

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Credit and Systemic Risks in the Financial Services Sector: Evidence From the 2008 Global Crisis von Bégin, Jean-François, Boudreault, Mathieu, Doljanu, Delia Alexandra, Gauthier, Geneviève

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Benefit volatility-targeting strategies in lifetime pension pools von Bégin, Jean-François, Sanders, Barbara

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Price bias and common practice in option pricing von BÉGIN, Jean-François, GAUTHIER, Geneviève

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Option pricing under stochastic volatility models with latent volatility von Bégin, Jean-François, Godin, Frédéric

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ON COMPLEX ECONOMIC SCENARIO GENERATORS: IS LESS MORE? von Bégin, Jean-François

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Controlling the effects of adverse selection in flexible benefit plans: A pricing-based approach von Ng, Cherie, Sanders, Barbara, Bégin, Jean-François

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A Simulation and Empirical Study of the Maximum Likelihood Estimator for Stochastic Volatility Jump-Diffusion Models von Bégin, Jean-François, Boudreault, Mathieu

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A new approximation of annuity prices for age–period–cohort models von Bégin, Jean-François, Kapoor, Nikhil, Sanders, Barbara

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The Informational Content of High-Frequency Option Prices von Amaya, Diego, Bégin, Jean-François, Gauthier, Geneviève

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On the benefits of pension plan consolidation: Understanding the impact of full plan mergers von Bégin, Jean-François, Sanders, Barbara, Zhou, Wenyuan

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On general semi-closed-form solutions for VIX derivative pricing von Bacon, Étienne, Bégin, Jean-François, Gauthier, Geneviève

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ECONOMIC SCENARIO GENERATOR AND PARAMETER UNCERTAINTY: A BAYESIAN APPROACH von Bégin, Jean-François

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