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Geman, Hélyette
30
Yor, Marc
7
Madan, Dilip B.
6
Ohana, Steve
4
Carr, Peter
3
Ané, Thierry
2
Coculescu, Delia
2
Geman, H.
2
Jeanblanc, Monique
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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
Energy economics
2
The journal of business : B
2
Analyse financière
1
Computational economics
1
Economies et sociétés / EN : cahiers de l'ISMEA
1
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1
Journal of risk management in financial institutions
1
Resources policy
1
The journal of alternative investments
1
The journal of finance : the journal of the American Finance Association
1
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OLC EcoSci
ECONIS (ZBW)
83
RePEc
43
BASE
5
USB Cologne (EcoSocSci)
4
Other ZBW resources
1
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1
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:
2
Implantations et commerces dérégulés dans les marchés européens
Geman, H.
-
2001
Persistent link: https://www.econbiz.de/10007113025
Saved in:
3
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
Saved in:
4
Interest Rate Risk Management and Valuation of the Surrender Option in Life Insurance Policies
Albizzati, Marie-Odile
;
Geman, Hélyette
- In:
The journal of risk and insurance : the journal of the …
61
(
1994
)
4
,
pp. 616-637
Persistent link: https://www.econbiz.de/10006221802
Saved in:
5
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/10006034661
Saved in:
6
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/10005889438
Saved in:
7
Pricing options on realized variance
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 453-476
Persistent link: https://www.econbiz.de/10008214154
Saved in:
8
Stochastic Volatility for Lévy Processes
Carr, Petter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
13
(
2003
)
3
,
pp. 345-382
Persistent link: https://www.econbiz.de/10008215443
Saved in:
9
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/10008216498
Saved in:
10
ARTICLES - 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/10008217202
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