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Analysis and modeling of elect...
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Theorie
41
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41
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15
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15
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14
Option pricing theory
14
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14
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14
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12
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12
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12
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11
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11
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11
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10
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9
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9
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108
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99
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2
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Geman, Hélyette
155
Borovkova, Svetlana
49
Madan, Dilip B.
33
Yor, Marc
33
Carr, Peter
20
Ohana, Steve
10
Geman, H.
7
Jeanblanc, Monique
7
Kharoubi, Cécile
7
Roncoroni, Andrea
7
Geman, Helyette
6
Coculescu, Delia
5
El Karoui, Nicole
5
Ané, Thierry
4
Diavatopoulos, Dean
4
Ladokhin, Sergiy
4
Thukral, Lovjit
4
Anderluh, Jasper
3
Cartea, Álvaro
3
Figueroa, Marcelo G.
3
Garmaev, Evgeny
3
Lammers, Philipp
3
Permana, Ferry J.
3
Rustige, Jordi
3
Schmeck, Maren Diane
3
Smith, William O.
3
Wright, Colby
3
Atlan, Marc
2
Barbi, Massimiliano
2
Barone-Adesi, Giovanni
2
Coculescu, Délia
2
Frachot, Antoine
2
Kharoubi-Rakotomalala, Cécile
2
Kourouvakalis, Stelios
2
Madan, Dilip
2
Michielon, Matteo
2
Nguyen, Vu-Nhat
2
Ohana, S.
2
Price, Henry
2
Romagnoli, Silvia
2
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Université Paris-Dauphine (Paris IX)
18
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4
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3
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2
ESSEC Business School
1
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Economics Papers from University Paris Dauphine
17
Journal of banking & finance
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Finance and stochastics
7
Energy economics
5
Mathematical Finance
5
The European journal of finance
5
Finance and Stochastics
4
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4
The journal of alternative investments
4
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4
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3
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3
Journal of Banking & Finance
3
Review of derivatives research
3
Risk : managing risk in the world's financial markets
3
Studies in Nonlinear Dynamics & Econometrics
3
Journal of risk management in financial institutions
2
Risk management in commodity markets : from shipping to agricuturals and energy
2
Risk measures for the 21st century
2
The European Journal of Finance
2
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2
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2
The journal of finance : the journal of the American Finance Association
2
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2
Wiley finance series
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advances in futures and options research : a research annual
1
Analyse financière
1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
106
RePEc
52
OLC EcoSci
39
BASE
5
USB Cologne (EcoSocSci)
4
Other ZBW resources
3
Showing
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31
On the lease rate, convenience yield and speculative effects in the gold futures market
Barone-Adesi, Giovanni
;
Geman, Hélyette
;
Theal, John
- In:
International journal of financial engineering and risk …
1
(
2014
)
3
,
pp. 282-307
Persistent link: https://www.econbiz.de/10010476912
Saved in:
32
Distortion risk measures for hedge funds
Geman, Hélyette
;
Kharoubi-Rakotomalala, Cécile
- In:
Journal of risk management in financial institutions
4
(
2010/11
)
3
,
pp. 286-300
Persistent link: https://www.econbiz.de/10009271179
Saved in:
33
Modelling electricity prices with forward looking capacity constraints
Cartea, Álvaro
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003631050
Saved in:
34
A lattice-based method for pricing electricity derivatives under the threshold model
Geman, Hélyette
;
Kourouvakalis, Stelios
- In:
Applied mathematical finance
15
(
2008
)
5/6
,
pp. 531-567
Persistent link: https://www.econbiz.de/10003815257
Saved in:
35
Special double issue: Commodities
Geman, Hélyette
(
contributor
);
Cartea, Alvaro
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003815353
Saved in:
36
Pricing options on realized variance
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 453-475
Persistent link: https://www.econbiz.de/10003123173
Saved in:
37
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
Saved in:
38
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
Saved in:
39
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
Saved in:
40
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
Saved in:
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