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CAPM
Theorie
41
Theory
41
Option pricing theory
17
Optionspreistheorie
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Commodity derivative
15
Rohstoffderivat
15
Volatility
15
Stochastic process
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Volatilität
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12
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12
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Rohstoffmarkt
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Derivat
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Geman, Hélyette
9
Yor, Marc
4
Madan, Dilip B.
3
Borovkova, Svetlana
2
Atlan, Marc
1
Carr, Peter
1
El Karoui, Nicole
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Journal of banking & finance
2
Advances in futures and options research : a research annual
1
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1
Birkbeck working papers in economics and finance : BWPEF
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Journal de la Société de Statistique de Paris
1
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
11
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1
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
Saved in:
2
From measure changes to time changes in asset pricing
Geman, Hélyette
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2701-2722
Persistent link: https://www.econbiz.de/10003121040
Saved in:
3
La représentation des marchés dans la modélisation probabiliste en finance
Geman, Hélyette
- In:
Journal de la Société de Statistique de Paris
133
(
1992
)
4
,
pp. 123-137
Persistent link: https://www.econbiz.de/10001330876
Saved in:
4
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
Saved in:
5
A probabilistic approach to the valuation of general floating-rate notes with an application to interest rate swaps
El Karoui, Nicole
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 47-64
Persistent link: https://www.econbiz.de/10001193405
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Spot price modelling of industrial metals :an heterogeneous agent based model for copper
Geman, Hélyette
;
Scheiber, Matthias
-
2014
Persistent link: https://www.econbiz.de/10010366820
Saved in:
9
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
Saved in:
10
Detecting market transitions and energy futures risk management using principal components
Borovkova, Svetlana
- In:
The European journal of finance
12
(
2006
)
6/7
,
pp. 495-512
Persistent link: https://www.econbiz.de/10003382814
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