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Bessel processes, Asian options, and perpetuities
Geman, Hélyette - In: Mathematical finance : an international journal of … 3 (1993) 4, pp. 349-375
Persistent link: https://www.econbiz.de/10001185120
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Stochastic volatility, jumps and hidden time changes
Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Finance and stochastics 6 (2002) 1, pp. 63-90
Persistent link: https://www.econbiz.de/10001643753
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Time changes for Lévy processes
Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Mathematical finance : an international journal of … 11 (2001) 1, pp. 79-96
Persistent link: https://www.econbiz.de/10001650919
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Pricing options on realized variance
Carr, Peter; Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Finance and stochastics 9 (2005) 4, pp. 453-475
Persistent link: https://www.econbiz.de/10003123173
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The fine structure of asset returns : an empirical investigation
Carr, Peter; Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: The journal of business : B 75 (2002) 2, pp. 305-332
Persistent link: https://www.econbiz.de/10001682409
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Correlation and the pricing of risks
Atlan, Marc; Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Annals of finance 3 (2007) 4, pp. 411-453
Persistent link: https://www.econbiz.de/10003529804
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Self-decomposability and option pricing
Carr, Peter; Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Mathematical finance : an international journal of … 17 (2007) 1, pp. 31-57
Persistent link: https://www.econbiz.de/10003543101
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Exponential functionals of Brownian motion and related processes
Yor, Marc - 2001
Persistent link: https://www.econbiz.de/10001559455
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Pure jump Lévy processes for asset price modelling
Geman, Hélyette - In: Journal of banking & finance 26 (2002) 7, pp. 1297-1316
Persistent link: https://www.econbiz.de/10001688486
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Commodities and commodity derivatives : modeling and pricing for agriculturals, metals and energy
Geman, Hélyette - 2005
Fundamentals of commodity spot and futures markets -- Equilibrium relationships between spot prices and forward prices -- Stochastic modelling of commodity price processes -- Plain-vanilla option pricing and hedging -- Risk-neutral valuation of plain-vanilla options -- Monte-Carlo simulations...
Persistent link: https://www.econbiz.de/10002392736