Statistics
Publications
52
Citations
8K
H-Index
34
Active since
1993
Hélyette Geman is an author at École Supérieure des Sciences Économiques et Commerciales specializing in business, financial economics, and finance.
Publications per year
1993–2022
52
52
The Fine Structure of Asset Returns: An Empirical Investigation
Peter Carr, Hélyette Geman, Dilip B. Madan et al. · The Journal of Business · 2002 · 1.8K citations
Stochastic Volatility for Lévy Processes
Peter Carr, Hélyette Geman, Dilip B. Madan et al. · Mathematical Finance · 2003 · 911 citations
Engineering, Economics, Finance +17
BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
Hélyette Geman, Marc Yor · Mathematical Finance · 1993 · 581 citations
Order Flow, Transaction Clock, and Normality of Asset Returns
Thierry Ané, Hélyette Geman · The Journal of Finance · 2000 · 432 citations · Full text
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