Hélyette Geman
University of London(GB)Johns Hopkins University(US)Universidad de Londres(MX)
Publications by Year
Research Areas
Stochastic processes and financial applications, Market Dynamics and Volatility, Complex Systems and Time Series Analysis, Financial Risk and Volatility Modeling, Financial Markets and Investment Strategies
Most-Cited Works
- → The Fine Structure of Asset Returns: An Empirical Investigation(2002)1,813 cited
- → Stochastic Volatility for Lévy Processes(2003)903 cited
- → Changes of numéraire, changes of probability measure and option pricing(1995)801 cited
- → BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES(1993)578 cited
- → Order Flow, Transaction Clock, and Normality of Asset Returns(2000)429 cited
- → Pricing and hedging in incomplete markets(2001)325 cited
- Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy(2009)