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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
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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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Stochastic clock and financial markets
Geman, Hélyette - 2009
Persistent link: https://www.econbiz.de/10003827081
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Stochastic clock and financial markets
Geman, Hélyette - In: Aspects of mathematical finance, (pp. 37-52). 2008
Persistent link: https://www.econbiz.de/10003653396
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Symposium on risk management : special issue
Geman, Hélyette (contributor) - 1998
Persistent link: https://www.econbiz.de/10001400436
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Risky pension benefits in an overlapping generations model
Balasko, Yves; Geman, Hélyette - 1992
Persistent link: https://www.econbiz.de/10000870949
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A probabilistic approach to the valuation of general floating rate notes
El Karoui, Nicole; Geman, Hélyette - 1992 - Version: October 1992
Persistent link: https://www.econbiz.de/10000875939
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A note on the behavior of long zero coupon rates in a no-arbitrage framework
El Karoui, Nicole; Frachot, Antoine; Geman, Hélyette - 1996
Persistent link: https://www.econbiz.de/10000936717
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On the behavior of long zero coupon rates in a no arbitrage framework
El Karoui, Nicole - In: Review of derivatives research 1 (1997) 4, pp. 351-369
Persistent link: https://www.econbiz.de/10001238755
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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