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United States
Theorie
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Geman, Hélyette
6
Roncoroni, Andrea
2
Ané, Thierry
1
Carr, Peter
1
Diavatopoulos, Dean
1
Liu, Bo
1
Madan, Dilip B.
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The journal of business : B
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Documents de recherche / ESSEC Centre de Recherche
1
The journal of finance : the journal of the American Finance Association
1
The journal of investing
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ECONIS (ZBW)
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1
Understanding the fine structure of electricity prices
Geman, Hélyette
;
Roncoroni, Andrea
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1225-1262
Persistent link: https://www.econbiz.de/10003336988
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2
Mispricing and trading profits in exchange-traded notes
Diavatopoulos, Dean
;
Geman, Hélyette
;
Thukral, Lovjit
; …
- In:
The journal of investing
23
(
2014
)
1
,
pp. 67-78
Persistent link: https://www.econbiz.de/10011312853
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3
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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4
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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5
A family of reduced-form models for electricity prices
Geman, Hélyette
;
Roncoroni, Andrea
-
2003
Persistent link: https://www.econbiz.de/10001771897
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6
Introducing distances between commodity markets : the case of the US and UK natural gas
Geman, Hélyette
;
Liu, Bo
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 93-105)
.
2016
Persistent link: https://www.econbiz.de/10011800340
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