BIROn - Birkbeck Institutional Research Online
    Up a level
    Export as [feed] Atom [feed] RSS
    Number of items: 6.

    Article

    Carr, P. and Geman, Hélyette and Madan, D.B. and Yor, M. (2010) Options on realized variance and convex orders. Quantitative Finance 11 (11), pp. 1685-1694. ISSN 1469-7688.

    Eberlein, E. and Geman, Hélyette and Madan, D.B. (2009) On pricing risky loans and collateralized fund obligations. Journal of Credit Risk 5 (3), pp. 37-54. ISSN 1744-6619.

    Carr, P. and Geman, Helyette and Madan, D.B. and Yor, M. (2007) Self-decomposition and option pricing. Mathematical Finance 17 (1), pp. 31-57. ISSN 0960-1627.

    Geman, Helyette and Carr, P. and Madan, D.B. and Yor, M. (2003) Stochastic volatility for lévy processes. Mathematical Finance 13 (3), pp. 345-382. ISSN 0960-1627.

    Carr, P. and Geman, Hélyette and Madan, D.B. and Yor, M. (2002) The fine structure of asset returns: an empirical investigation. Journal of Business 75 (2), pp. 305-332. ISSN 0021-9398.

    Book Section

    Geman, Helyette and Madan, D.B. and Yor, M. (2000) Asset prices are Brownian Motion: only in business time. In: Avellaneda, M. (ed.) Quantitative Analysis in Financial Markets. World Scientific Publishing Company. ISBN 9789810242268.

    This list was generated on Tue Oct 27 04:29:11 2020 GMT.