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Geman, Hélyette
30
Borovkova, Svetlana
7
Yor, Marc
7
Madan, Dilip B.
6
Ohana, Steve
4
Carr, Peter
3
Anderluh, Jasper
2
Ané, Thierry
2
Coculescu, Delia
2
Geman, H.
2
Geman, Helyette
2
Jeanblanc, Monique
2
Kharoubi, Cécile
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Albizzati, Marie-Odile
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Journal of banking & finance
6
Finance and stochastics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Risk : managing risk in the world's financial markets
3
The European journal of finance
3
Energy economics
2
The journal of business : B
2
Analyse financière
1
Computational economics
1
Economies et sociétés / EN : cahiers de l'ISMEA
1
Insurance / Mathematics & economics
1
Journal of risk management in financial institutions
1
Resources policy
1
Review of derivatives research
1
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of alternative investments
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
The journal of fixed income
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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The journal of trading
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OLC EcoSci
ECONIS (ZBW)
107
RePEc
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BASE
5
USB Cologne (EcoSocSci)
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Other ZBW resources
3
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Seasonal and stochastic effects in commodity forward curves
Borovkova, Svetlana
;
Geman, Helyette
- In:
Review of derivatives research
9
(
2006
)
2
,
pp. 167
Persistent link: https://www.econbiz.de/10007795984
Saved in:
2
A CLOSED FORM APPROACH TO THE VALUATION AND HEDGING OF BASKET AND SPREAD OPTIONS
Borovkova, Svetlana
;
Permana, Ferry J.
;
Weide, Hans V.D.
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 8-24
Persistent link: https://www.econbiz.de/10007748439
Saved in:
3
Commodity volatility modelling and option pricing with a potential function approach
Anderluh, Jasper
;
Borovkova, Svetlana
- In:
The European journal of finance
14
(
2008
)
2
,
pp. 91-114
Persistent link: https://www.econbiz.de/10007912573
Saved in:
4
Consistency and asymptotic normality of least squares estimators in generalized STAR models
Borovkova, Svetlana
;
Lopuhaä, Hendrikp
;
Ruchjana, …
- In:
Statistica Neerlandica : journal of the Netherlands …
62
(
2008
)
4
,
pp. 482-508
Persistent link: https://www.econbiz.de/10008111416
Saved in:
5
Commodity volatility modelling and option pricing with a potential function approach
Anderluh, Jasper
;
Borovkova, Svetlana
- In:
The European journal of finance
14
(
2008
)
1-2
,
pp. 91-114
Persistent link: https://www.econbiz.de/10007990726
Saved in:
6
Detecting market transitions and energy futures risk management using principal components
Borovkova, Svetlana
- In:
The European journal of finance
12
(
2006
)
6
,
pp. 495-512
Persistent link: https://www.econbiz.de/10007293827
Saved in:
7
Analysis and modeling of electricity futures prices
Borovkova, Svetlana
;
Geman, Helyette
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009949876
Saved in:
8
Stochastic time changes in catastrophe option pricing
Geman, H.
;
Yor, M.
- In:
Insurance / Mathematics & economics
21
(
1997
)
3
,
pp. 185-194
Persistent link: https://www.econbiz.de/10006921510
Saved in:
9
Implantations et commerces dérégulés dans les marchés européens
Geman, H.
-
2001
Persistent link: https://www.econbiz.de/10007113025
Saved in:
10
SHORTER PAPERS - Order Flow, Transaction Clock, and Normality of Asset Returns
Ané, Thierry
;
Geman, Hélyette
- In:
The journal of finance : the journal of the American …
55
(
2000
)
5
,
pp. 2259-2284
Persistent link: https://www.econbiz.de/10006566780
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