Hélyette Geman - Concepedia

Author

Hélyette Geman

École Supérieure des Sciences Économiques et Commerciales ORCID

Also Known As

Dilip Madan, Geman, Helyette, Geman, Hélyette, Hélyette Geman, H. Geman, HELYETTE GEMAN, Helyette Geman, HÉLYETTE GEMAN, Hèlyette Geman, Hélyette Geman

181

Publications

8.8K

Citations

H-Index

Concepts

All Affiliations

École Supérieure des Sciences Économiques et Commerciales Birkbeck, University of London Université Paris Dauphine-PSL CY Cergy Paris Université University of Maryland, College Park

About

Hélyette Geman is an author at École Supérieure des Sciences Économiques et Commerciales specializing in business, finance, and asset pricing.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	30	38	7.5K
2	Engineering	19	20	4K
3	Management	4	4	388
4	Accounting	1	1	61
5	Data Science	1	1	19

Hélyette Geman

Publications

Citations

H-Index

Page 1

	Year	Citations
The Fine Structure of Asset Returns: An Empirical Investigation Peter Carr, Hélyette Geman, Dilip B. Madan, The Journal of Business Empirical FinanceEconomicsVolatility ModelingFinancial EconomicsAsset Pricing	2002	1.8K
Stochastic Volatility for Lévy Processes Peter Carr, Hélyette Geman, Dilip B. Madan, Mathematical Finance Volatility ModelingEngineeringStochastic AnalysisStochastic PhenomenonFast Fourier Transform	2003	900
Changes of numéraire, changes of probability measure and option pricing Hélyette Geman, Nicole El Karoui, Jean‐Charles Rochet Journal of Applied Probability Option PricingRisk-neutral Probability MeasureEngineeringAsset PricingComputational Finance	1995	798
BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES Hélyette Geman, Marc Yor Mathematical Finance Bessel ProcessesOption PricingMultivariate Stochastic VolatilityFinancial EconomicsAsset Pricing	1993	578
Order Flow, Transaction Clock, and Normality of Asset Returns Thierry Ané, Hélyette Geman The Journal of Finance EngineeringPrice ProcessStochastic AnalysisFinancial MathematicsAsset Pricing	2000	427
Pricing and hedging in incomplete markets Peter Carr, Hélyette Geman, Dilip B. Madan Journal of Financial Economics EconomicsDynamic PricingAsset PricingIncomplete MarketsPrice Formation	2001	324
Time Changes for Lévy Processes Hélyette Geman, Dilip B. Madan, Marc Yor Mathematical Finance Time ChangesOption PricingMultivariate Stochastic VolatilityPure Jump LévyAsset Pricing	2001	249
PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH Hélyette Geman, Marc Yor Mathematical Finance Option PricingHedging Double‐barrier OptionsEngineeringAsset PricingDerivative Pricing	1996	234
SELF‐DECOMPOSABILITY AND OPTION PRICING Peter Carr, Hélyette Geman, Dilip B. Madan, Mathematical Finance Stochastic SimulationOption PricingEconomicsDynamic PricingAsset Pricing	2006	215
Soybean Inventory and Forward Curve Dynamics Hélyette Geman, Vu-Nhat Nguyen Management Science Volatility ModelingEngineeringApplied EconomicsTradeAgricultural Economics	2005	159

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