Étienne Bacon Student (Ph.D.), GERAD share HEC Montréal etienne.bacon@hec.ca Education since Sep 2021 Ph.D. , Financial Engineering HEC Montréal – Department of Decision Sciences, Geneviève Gauthier, director, Jean-François Bégin, co-director Publications Dec 2024 On general semi-closed-form solutions for VIX derivative pricing Étienne Bacon, Jean-François Bégin, and Geneviève Gauthier Quantitative Finance, 24(12), 1875–1882, 2024 BibTeX reference
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