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Pricing and hedging in incomplete markets
Carr, Peter; Geman, Hélyette; Madan, Dilip B. - In: Journal of financial economics 62 (2001) 1, pp. 131-167
Persistent link: https://www.econbiz.de/10001608818
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Pricing in incomplete markets: from absence of good deals to acceptable risk
Geman, Hélyette; Madan, Dilip B. - In: Risk measures for the 21st century, (pp. 451-474). 2004
Persistent link: https://www.econbiz.de/10002081637
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
Geman, Hélyette (contributor); Madan, Dilip B. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001597059
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Exponential functionals of Brownian motion and related processes
Yor, Marc - 2001
Persistent link: https://www.econbiz.de/10001559455
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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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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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Agricultural finance : from crops to land, water and infrastructure
Geman, Hélyette - 2015
A comprehensive resource for understanding the complexities of agricultural finance Agricultural Finance: From Crops to Land, Water, and Infrastructure is a pioneering book that offers a comprehensive resource for understanding the worldwide agriculture markets, from spikes in agricultural...
Persistent link: https://www.econbiz.de/10011834330
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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