Letourneau, Pascal

At UW-Whitewater

Affiliation
University - Faculty/Staff
Department
Finance & Business Law
Position
ASSISTANT PROFESSOR
Office Phone
(262) 472-3209
Office Location
HH 3519

Excellence Scholarship
CIRPEE-HEC Montreal
FQRSC Research Scholarship
Fond Qeubecois de la recherche sur la societe et la culture
Semi-Finalist for Best Paper award
July 2017
Financial Management Association
College Research Grant
July 2015
UW-Whitewater College of Business and Economics
Best Presenatation Runner-Up
2010
Sprott School of Business PhD Symposium

Ph.D.
Finance
HEC Montréal
2013
Master es science
Finance
HEC Montréal
2009
BBA
Finance
ESG UQAM (EQUIS)
2007

Modifying Real Options' Probability of Exercise
Sang Baum Kang
Modifying Real Options' Probability of Exercise
Sang Baum Kang
Modifying Real Options' Probability of Exercise
Sang Baum Kang
Improved Greeks for American Options using Simulation
Lars Stentoft
Option Exercise Probabilities: Application to Capital Investment and Merton's Structural Model
Sang Baum Kang
This is How You Make a GARCH smile - An Improved Estimation
Improved Greeks for American Options Using Simulation
Lars Stentoft
Investors’Reaction to the Government Credibility Problem: A Real Option Analysis of Emission Permit Policy Risk
Sang Baum Kang
Investors’ Reaction to the Government Credibility Problem: A Real Option Analysis of Emission Permit Policy Risk
Kang, Sang Baum
The Cap Market, the Term Structure and the Unspanned Factors: Taking Care of Non-Linearity
Valery
The Cap Market, the Term Structure and the Unspanned Factors: Taking care of non-linearity
Valery
The Cap Market, the Term Structure and the Unsapnned Factors: Taking care of non-linearity
Valery
The Cap Market, the Term Structure and the Unspanned Factors: Taking care of non-linearity
Valery
The Cap Market, the Term Structure and the Unspanned Factors: Taking care of non-linearity
Valery
The Cap Market, the Term Structure and the Unspanned Factors: Taking care of non-linearity
Valery
The Cap Market, the Term Structure and the Unspanned Factors: Taking care of non-linearity
Valery
3 Essays on Financial Derivatives
The Cap Market, the Term Structure and the Unspanned Factors: Taking care of non-linearity
Valery
Refining the Least-Squares Monte Carlo Method by Imposing Structure
Stentoft, Lars
The Cap Market, the Term Structure and the Unspanned Factors: Taking care of non-linearity
Valery
Refining the Least-Squares Monte Carlo Method by Imposing Structure
Stentoft, Lars

Modifying Real Options' Probability of Exercise
This is How You Make a GARCH smile - An Improved Estimation
Improved Greeks for American Options using Simulation
A Real Option Analysis on Retiring Existing Coal-fired Electricity Plants in the United States
Journal of Energy Markets
Is it still economic to build a new coal-fired power plant in the U.S.? A real option analysis
Applied Economic Letters
Vol. 0 Iss. 0 Pg. 1-5
The Model-Free Equivalence Condition for American Spread Options
Theoretical Economics Letters
Vol. 7 Pg. 757-763
Investors’ Reaction to the Government Credibility Problem: A Real Option Analysis of Emission Permit Policy Risk
Energy Economics
Vol. 54 Pg. 96-107
Refining the Least Square Monte Carlo Method by Adding Structure
Quantitative Finance
Vol. 14 Iss. 3 Pg. 495-507
The Cap Market, the Term Structure and the Unspanned Factors: Taking Care of non-linearity

Caisse Desjardins Haut-Richelieu
Canada
Elected member of the Board of Directors and member of the Audit Committee

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