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Spot price modelling of indust...
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Theorie
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Geman, Hélyette
156
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33
Yor, Marc
33
Carr, Peter
20
Ohana, Steve
10
Geman, H.
7
Jeanblanc, Monique
7
Kharoubi, Cécile
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Roncoroni, Andrea
7
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5
El Karoui, Nicole
5
Scheiber, Matthias
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Ané, Thierry
4
Diavatopoulos, Dean
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Thukral, Lovjit
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3
Cartea, Álvaro
3
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3
Smith, William O.
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3
Atlan, Marc
2
Barbi, Massimiliano
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Coculescu, Délia
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2
Kharoubi-Rakotomalala, Cécile
2
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Ohana, S.
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2
Yor, M.
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ECONIS (ZBW)
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4
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41
Modeling commodity prices under the CEV model
Geman, Hélyette
;
Shih, Yih Fong
- In:
The journal of alternative investments
11
(
2008/09
)
3
,
pp. 65-84
Persistent link: https://www.econbiz.de/10003808903
Saved in:
42
Forward curves, scarcity and price volatility in oil and natural gas markets
Geman, Hélyette
;
Ohana, Steve
- In:
Energy economics
31
(
2009
)
4
,
pp. 576-585
Persistent link: https://www.econbiz.de/10003867821
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43
Modelling electricity prices with forward looking capacity constraints
Cartea, Álvaro
;
Figueroa, Marcelo G.
;
Geman, Hélyette
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 103-122
Persistent link: https://www.econbiz.de/10003847150
Saved in:
44
Modelling electricity prices with forward looking capacity constraints
Cartea, Álvaro
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003631050
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45
Seasonal and stochastic effects in commodity forward curves
Borovkova, Svetlana
;
Geman, Hélyette
- In:
Review of derivatives research
9
(
2006
)
2
,
pp. 167-186
Persistent link: https://www.econbiz.de/10003608135
Saved in:
46
Analysis and modeling of electricity futures prices
Borovkova, Svetlana
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10003559089
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47
Self-decomposability and option pricing
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10003543101
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48
Risk management in commodity markets : from shipping to agricuturals and energy
Geman, Hélyette
(
ed.
)
-
2008
Persistent link: https://www.econbiz.de/10003712480
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49
Valuation of default-sensitive claims under imperfect information
Coculescu, Delia
;
Geman, Hélyette
;
Jeanblanc, Monique
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10003716260
Saved in:
50
Gaz naturel, la nouvelle donne?
Encel, Frédéric
-
2016
Persistent link: https://www.econbiz.de/10011525224
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