Concepedia

Caroline Sasseville

CS

Statistics

Publications

5

Citations

390

H-Index

5

Active since

2003

Affiliations

Kellogg's (Canada)(Current)

Caroline Sasseville is an author at Kellogg's (Canada) specializing in business, economics, and finance.

Publications per year

2003–2018

5

Publications

5

Market Madness? The Case of <i>Mad Money</i>

Joseph Engelberg, Caroline Sasseville, Jared Williams · Management Science · 2011 · 213 citations

, , +17

Approximating the GJR-GARCH and EGARCH option pricing models analytically

Jin‐Chuan Duan, Geneviève Gauthier, Jean‐Guy Simonato et al. · The Journal of Computational Finance · 2006 · 86 citations

, , +15

Commodities for the Long Run

Ari Daniel Levine, Yao Hua Ooi, Matthew Richardson et al. · Financial Analysts Journal · 2018 · 44 citations · Full text

, , +14

Market Madness? The Case of Mad Money

Joseph Engelberg, Caroline Sasseville, Jared Williams · SSRN Electronic Journal · 2010 · 28 citations · Full text

, , +14

Approximating American option prices in the GARCH framework

Jin‐Chuan Duan, Geneviève Gauthier, Caroline Sasseville et al. · Journal of Futures Markets · 2003 · 19 citations · Full text

, , +16

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