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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
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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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Pricing and hedging double-barrier options : a probabilistic approach
Geman, Hélyette - In: Mathematical finance : an international journal of … 6 (1996) 4, pp. 365-378
Persistent link: https://www.econbiz.de/10001208935
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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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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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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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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/10001524433
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A family of reduced-form models for electricity prices
Geman, Hélyette; Roncoroni, Andrea - 2003
Persistent link: https://www.econbiz.de/10001771897