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1

Changes of Numéraire, Changes of Probability Measure and Option Pricing

Hélyette Geman, Nicole El Karoui and Jean-Charles Rochet

Journal:

Journal of Applied Probability

Year:

1995

Language:

english

File:

PDF, 1.36 MB

english, 1995

2

Tail Risk Constraints and Maximum Entropy

Geman, Donald, Geman, Hélyette, Taleb, Nassim

Journal:

Year:

2015

Language:

english

File:

PDF, 429 KB

english, 2015

3

Intraday pairs trading strategies on high frequency data: the case of oil companies

Liu, Bo, Chang, Lo-Bin, Geman, Hélyette

Journal:

Quantitative Finance

Year:

2016

Language:

english

File:

PDF, 622 KB

english, 2016

4

Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

Geman, Stuart, Geman, Donald

Journal:

IEEE Transactions on Pattern Analysis and Machine Intelligence

Year:

1984

Language:

english

File:

PDF, 8.98 MB

english, 1984

5

A Daily Trading Strategy in the ETN Space

Thukral, Lovjit, Diavatopoulos, Dean, Geman, Hélyette, Wright, Colby

Journal:

The Journal of Trading

Year:

2013

Language:

english

File:

PDF, 1.92 MB

english, 2013

6

Neural Networks and the Bias/Variance Dilemma

Geman, Stuart, Bienenstock, Elie, Doursat, René

Journal:

Neural Computation

Year:

1992

Language:

english

File:

PDF, 3.09 MB

english, 1992

7

BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES

Hélyette Geman, Marc Yor

Journal:

Mathematical Finance

Year:

1993

Language:

english

File:

PDF, 1.09 MB

english, 1993

8

Order Flow, Transaction Clock, and Normality of Asset Returns

Thierry Ané, Hélyette Geman

Journal:

The Journal of Finance

Year:

2000

Language:

english

File:

PDF, 388 KB

english, 2000

9

Stochastic Volatility for Lévy Processes

Peter Carr, Hélyette Geman, Dilip B. Madan, Marc Yor

Journal:

Mathematical Finance

Year:

2003

Language:

english

File:

PDF, 243 KB

english, 2003

10

From measure changes to time changes in asset pricing

Hélyette Geman

Journal:

Journal of Banking & Finance

Year:

2005

Language:

english

File:

PDF, 264 KB

english, 2005

11

Soybean Inventory and Forward Curve Dynamics

Geman, Hélyette, Nguyen, Vu-Nhat

Journal:

Management Science

Year:

2005

Language:

english

File:

PDF, 341 KB

english, 2005

12

On the role of state variables in interest rates models

Nicole El Karoui, Helyette Geman, Vincent Lacoste

Journal:

Applied Stochastic Models in Business and Industry

Year:

2000

Language:

english

File:

PDF, 467 KB

english, 2000

13

Time Changes for Lévy Processes

Hélyette Geman, Dilip B. Madan, Marc Yor

Journal:

Mathematical Finance

Year:

2001

Language:

english

File:

PDF, 135 KB

english, 2001

14

Pricing and hedging in incomplete markets

Peter Carr, Helyette Geman, Dilip B Madan

Journal:

Journal of Financial Economics

Year:

2001

Language:

english

File:

PDF, 259 KB

english, 2001

15

Confidence Sets for Fine-Grained Categorization and Plant Species Identification

Rejeb Sfar, Asma, Boujemaa, Nozha, Geman, Donald

Journal:

International Journal of Computer Vision

Year:

2015

Language:

english

File:

PDF, 3.85 MB

english, 2015

16

[Springer Finance] Mathematical Finance — Bachelier Congress 2000 || The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures

Geman, Hélyette, Madan, Dilip, Pliska, Stanley R., Vorst, Ton

Year:

2002

Language:

english

File:

PDF, 947 KB

english, 2002

17

[Lecture Notes on Data Engineering and Communications Technologies] Data Visualization and Knowledge Engineering Volume 32 (Spotting Data Points with Artificial Intelligence) || A Deep Dive into Supervised Extractive and Abstractive Summarization from Text

Hemanth, Jude, Bhatia, Madhulika, Geman, Oana

Year:

2020

Language:

english

File:

PDF, 270 KB

english, 2020

18

Risk Management in Commodity Markets (From Shipping to Agriculturals and Energy) || Managing Agricultural Price Risk in Developing Countries

Geman, Hélyette

Year:

2009

Language:

english

File:

PDF, 168 KB

english, 2009

19

Forward curves, scarcity and price volatility in oil and natural gas markets

Hélyette Geman, Steve Ohana

Journal:

Energy Economics

Year:

2009

Language:

english

File:

PDF, 1.34 MB

english, 2009

20

Pricing options on realized variance

Peter Carr, Hélyette Geman, Dilip B. Madan, Marc Yor

Journal:

Finance and Stochastics

Year:

2005

Language:

english

File:

PDF, 201 KB

english, 2005

21

PRICING AND HEDGING DOUBLE-BARRIER OPTIONS: A PROBABILISTIC APPROACH

Hélyette Geman, Marc Yor

Journal:

Mathematical Finance

Year:

1996

Language:

english

File:

PDF, 525 KB

english, 1996

22

WTI crude oil Futures in portfolio diversification: The time-to-maturity effect

Hélyette Geman, Cécile Kharoubi

Journal:

Journal of Banking & Finance

Year:

2008

Language:

english

File:

PDF, 655 KB

english, 2008

23

Pure jump Lévy processes for asset price modelling

Hélyette Geman

Journal:

Journal of Banking & Finance

Year:

2002

Language:

english

File:

PDF, 268 KB

english, 2002

24

Theory of storage, inventory and volatility in the LME base metals

Geman, Hélyette, Smith, William O.

Journal:

Resources Policy

Year:

2013

Language:

english

File:

PDF, 718 KB

english, 2013

25

Seasonal and stochastic effects in commodity forward curves

Svetlana Borovkova, Helyette Geman

Journal:

Review of Derivatives Research

Year:

2006

Language:

english

File:

PDF, 502 KB

english, 2006

26

SELF-DECOMPOSABILITY AND OPTION PRICING

Peter Carr, Hélyette Geman, Dilip B. Madan, Marc Yor

Journal:

Mathematical Finance

Year:

2007

Language:

english

File:

PDF, 261 KB

english, 2007

27

Time-consistency in managing a commodity portfolio: A dynamic risk measure approach

Hélyette Geman, Steve Ohana

Journal:

Journal of Banking & Finance

Year:

2008

Language:

english

File:

PDF, 1.14 MB

english, 2008

28

Editorial

Journal:

Journal of Banking & Finance

Year:

2008

Language:

english

File:

PDF, 92 KB

english, 2008

29

Bayes Smoothing Algorithms for Segmentation of Binary Images Modeled by Markov Random Fields

Derin, Haluk, Elliott, Howard, Cristi, Roberto, Geman, Donald

Journal:

IEEE Transactions on Pattern Analysis and Machine Intelligence

Year:

1984

Language:

english

File:

PDF, 9.90 MB

english, 1984

30

Nonlinear image recovery with half-quadratic regularization

Geman, D., Chengda Yang

Journal:

IEEE Transactions on Image Processing

Year:

1995

Language:

english

File:

PDF, 1.68 MB

english, 1995

31

[Springer Finance] Mathematical Finance — Bachelier Congress 2000 || Utility-Based Derivative Pricing in Incomplete Markets

Geman, Hélyette, Madan, Dilip, Pliska, Stanley R., Vorst, Ton

Year:

2002

Language:

english

File:

PDF, 864 KB

english, 2002

32

Interest Rate Risk Management and Valuation of the Surrender Option in Life Insurance Policies

Marie-Odile Albizzati and Hélyette Geman

Journal:

Journal of Risk and Insurance

Year:

1994

Language:

english

File:

PDF, 1.81 MB

english, 1994

33

The Fine Structure of Asset Returns: An Empirical Investigation

Carr, Peter, Geman, Helyette, Madan, Dilip B., Yor, Marc

Journal:

The Journal of Business

Year:

2002

Language:

english

File:

PDF, 411 KB

english, 2002

34

A Lattice‐Based Method for Pricing Electricity Derivatives Under the Threshold Model

Geman, Hélyette, Kourouvakalis, Stelios

Journal:

Applied Mathematical Finance

Year:

2008

Language:

english

File:

PDF, 778 KB

english, 2008

35

On Rarity Premium and Ownership Yield in Art

Geman, Hélyette, Velez, Tara

Journal:

The Journal of Alternative Investments

Year:

2015

Language:

english

File:

PDF, 1.16 MB

english, 2015

36

Comparing machines and humans on a visual categorization test

François Fleuret, Ting Li, Charles Dubout, Emma K. Wampler, Steven Yantis and Donald Geman

Journal:

Proceedings of the National Academy of Sciences

Year:

2011

Language:

english

File:

PDF, 1.13 MB

english, 2011

37

Water as the Next Commodity

Geman, Hélyette, Kanyinda, Alois

Journal:

The Journal of Alternative Investments

Year:

2007

Language:

english

File:

PDF, 447 KB

english, 2007

38

[Handbook of Numerical Analysis] Special Volume: Mathematical Modeling and Numerical Methods in Finance Volume 15 || Stochastic Clock and Financial Markets

Geman, Hélyette

Year:

2009

Language:

english

File:

PDF, 137 KB

english, 2009

39

Bitcoin spot and derivatives markets: Searching for completeness

Geman, Helyette, Price, Henry

Journal:

Risk and Decision Analysis

Year:

2020

File:

PDF, 1.32 MB

2020

40

A nonlinear filter for film restoration and other problems in image processing

Stuart Geman, Donald E McClure, Donald Geman

Journal:

CVGIP: Graphical Models and Image Processing

Year:

1992

Language:

english

File:

PDF, 920 KB

english, 1992

41

Valuation of default-sensitive claims under imperfect information

Delia Coculescu, Hélyette Geman, Monique Jeanblanc

Journal:

Finance and Stochastics

Year:

2008

Language:

english

File:

PDF, 915 KB

english, 2008

42

Correlation and the pricing of risks

Marc Atlan, Hélyette Geman, Dilip B. Madan, Marc Yor

Journal:

Annals of Finance

Year:

2007

Language:

english

File:

PDF, 439 KB

english, 2007

43

Context, Computation, and Optimal ROC Performance in

Lo-Bin Chang, Ya Jin, Wei Zhang, Eran Borenstein, Stuart Geman

Journal:

International Journal of Computer Vision

Year:

2011

Language:

english

File:

PDF, 2.55 MB

english, 2011

44

No Arbitrage Between Economies and Correlation Risk Management

HÉLYETTE GEMAN, RÉMI SOUVETON

Journal:

Computational Economics

Year:

1997

Language:

english

File:

PDF, 159 KB

english, 1997

45

Coarse-to-Fine Face Detection

Francois Fleuret, Donald Geman

Journal:

International Journal of Computer Vision

Year:

2001

Language:

english

File:

PDF, 669 KB

english, 2001

46

Time Changes, Laplace Transforms and Path-Dependent Options

Hélyette Geman

Journal:

Computational Economics

Year:

2001

Language:

english

File:

PDF, 89 KB

english, 2001

47

Stochastic volatility, jumps and hidden time changes

Hélyette Geman, Dilip B. Madan, Marc Yor

Journal:

Finance and Stochastics

Year:

2002

Language:

english

File:

PDF, 176 KB

english, 2002

48

On the Minimum Entropy of a Mixture of Unimodal and Symmetric Distributions

Ting-Li Chen, Geman, S.

Journal:

IEEE Transactions on Information Theory

Year:

2008

Language:

english

File:

PDF, 518 KB

english, 2008

49

Constrained restoration and the recovery of discontinuities

Geman, D., Reynolds, G.

Journal:

IEEE Transactions on Pattern Analysis and Machine Intelligence

Year:

1992

File:

PDF, 1.74 MB

1992

50

Almost Sure Stable Oscillations in a Large System of Randomly Coupled Equations

Journal:

SIAM Journal on Applied Mathematics

Year:

1982

Language:

english

File:

PDF, 802 KB

english, 1982