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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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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
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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
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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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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
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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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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