Narrow search
Showing 1 - 8 of 8
Cover Image
Stochastic clock and financial markets
Geman, Hélyette - 2009
Persistent link: https://www.econbiz.de/10003827081
Cover Image
Stochastic clock and financial markets
Geman, Hélyette - In: Aspects of mathematical finance, (pp. 37-52). 2008
Persistent link: https://www.econbiz.de/10003653396
Cover Image
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
Cover Image
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
Cover Image
Spot price modelling of industrial metals :an heterogeneous agent based model for copper
Geman, Hélyette; Scheiber, Matthias - 2014
Persistent link: https://www.econbiz.de/10010366820
Cover Image
Stochastic volatility, jumps and hidden time changes
Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Finance and stochastics 6 (2002) 1, pp. 63-90
Persistent link: https://www.econbiz.de/10001643753
Cover Image
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
Cover Image
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