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1993

Geman, Hélyette and Yor, M. (1993) Bessel processes, Asian options and perpetuities. Mathematical Finance 3 (4), pp. 349-375. ISSN 0960-1627.

1996

Geman, Hélyette and Yor, M. (1996) Pricing and hedging double-barrier options: a probabilistic approach. Mathematical Finance 6 (4), pp. 365-378. ISSN 0960-1627.

1997

Geman, Hélyette and Yor, M. (1997) Stochastic time changes in catastrophe option pricing. Insurance: Mathematics and Economics 21 (3), pp. 185-193. ISSN 0167-6687.

2000

Geman, Hélyette 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.

April 2002

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.

2003

Geman, Hélyette 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.

2004

Geman, Hélyette and Carr, P. and Madan, D.P. and Yor, M. (2004) From local volatility to local lévy models. Quantitative Finance 4 (5), pp. 581-588. ISSN 1469-7688.

2007

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

2008

Geman, Hélyette (2008) Stochastic slock and financial markets. In: Yor, M. (ed.) Aspects of Mathematical Finance. Berlin, Germany: Springer, pp. 37-52. ISBN 9783540752585.

April 2010

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.