Profile updated


Anne MacKay

Département de mathématiques,

Faculté des sciences

Phone : 819 821-8000, poste 62075

Email :

Personal website :


Research subjects

  • Actuarial and financial mathematics
  • Stochastic processes
  • Monte Carlo simulation
  • Optimal stopping problems

Current research

  • Optimal stopping and stochastic control in actuarial finance
  • Simulation of diffusion processes
  • Numerical methods in financial mathematics


Publications of Prof. Anne MacKay

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