The following pages link to Helyette Geman (Q214239):
Displaying 37 items.
- Tail risk constraints and maximum entropy (Q296373) (← links)
- (Q402394) (redirect page) (← links)
- Obituary: Marc Yor (24 July 1949 -- 9 July 2014). A beautiful mind has disappeared (Q402396) (← links)
- Correlation and the pricing of risks (Q665786) (← links)
- Valuation of default-sensitive claims under imperfect information (Q928501) (← links)
- No arbitrage between economies and correlation risk management (Q1367952) (← links)
- Stochastic time changes in catastrophe option pricing (Q1381450) (← links)
- Stochastic volatility, jumps and hidden time changes (Q1848532) (← links)
- Seasonal and stochastic effects in commodity forward curves (Q2462885) (← links)
- Pricing options on realized variance (Q2488490) (← links)
- Probing option prices for information (Q2642481) (← links)
- Time changes for Lévy processes (Q2707163) (← links)
- Asset prices are Brownian motion: Only in business time (Q2725577) (← links)
- On the role of state variables in interest rates models (Q2744950) (← links)
- Options on realized variance and convex orders (Q2866381) (← links)
- Modelling Electricity Prices with Forward Looking Capacity Constraints (Q3395723) (← links)
- SELF-DECOMPOSABILITY AND OPTION PRICING (Q3446058) (← links)
- A Lattice‐Based Method for Pricing Electricity Derivatives Under the Threshold Model (Q3617309) (← links)
- (Q4001128) (← links)
- (Q4213494) (← links)
- (Q4218372) (← links)
- PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH (Q4226870) (← links)
- Learning about Risk: Some Lessons from Insurance (Q4264090) (← links)
- Portfolio optimization and contingent claim pricing with differential information (Q4347778) (← links)
- BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES (Q4372019) (← links)
- (Q4407997) (← links)
- (Q4524250) (← links)
- Intraday pairs trading strategies on high frequency data: the case of oil companies (Q4555060) (← links)
- From local volatility to local Lévy models (Q4610266) (← links)
- Stochastic Volatility for Lévy Processes (Q4812839) (← links)
- Changes of numéraire, changes of probability measure and option pricing (Q4842819) (← links)
- Analysis and Modelling of Electricity Futures Prices (Q5452747) (← links)
- (Q5506191) (← links)
- Stochastic Clock and Financial Markets (Q5900369) (← links)
- Stochastic Clock and Financial Markets (Q5902041) (← links)
- Time changes, Laplace transforms and path-dependent options (Q5948630) (← links)
- Distributed energy resources flexibility as volumetric options on electricity (Q6187722) (← links)
