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Article
Beckert, Walter and Blundell, R. (2008) Heterogeneity and the non-parametric analysis of consumer choice: conditions for invertibility. Review of Economic Studies 75 (4), pp. 1069-1080. ISSN 0034-6527.
Beckert, Walter and McFadden, D.L. (2008) Maximum uniform convergence rates in parametric estimation problems. Econometric Theory 26 (2), pp. 469-500. ISSN 0266-4666.
Coculescu, D. and Geman, Hélyette and Jeanblanc, M. (2008) Valuation of default-sensitive claims under imperfect information. Finance and Stochastics 12 (2), pp. 195-218. ISSN 0949-2984.
Geman, Hélyette (2008) Editorial. Journal of Banking & Finance 32 (12), p. 2501. ISSN 0378-4266.
Geman, Hélyette (2008) Introduction. Applied Mathematical Finance 15 (5-6), pp. 403-404. ISSN 1466-4313.
Geman, Hélyette and Kharoubi, C. (2008) Correlations and the pricing of risks. Annals of Finance 32 (12), pp. 2553-2559. ISSN 1614-2446.
Geman, Hélyette and Kharoubi, C. (2008) WTI crude oil futures in portfolio diversification: the time-to-maturity effect. Journal of Banking & Finance 32 (12), pp. 2553-2559. ISSN 0378-4266.
Geman, Hélyette and Kourouvakalis, S. (2008) A lattice-based method for pricing electricity derivatives under the threshold model. Applied Mathematical Finance 15 (5-6), pp. 531-567. ISSN 1466-4313.
Geman, Hélyette and Ohana, S. (2008) Time-consistency in managing a commodity portfolio: a dynamic risk measure approach. Journal of Banking & Finance 32 (10), pp. 1991-2005. ISSN 0378-4266.
Book Section
Geman, Hélyette (2008) Stochastic clock and financial markets. In: Bensoussan, A. and Zhang, Q. (eds.) Mathematical Modellling and Numerical Methods in Finance. Handbook of Numerical Analysis 10.101. Amsterdam, The Netherlands: Elsevier, pp. 649-664. ISBN 9780444518798.
Geman, Hélyette (2008) Stochastic slock and financial markets. In: Yor, M. (ed.) Aspects of Mathematical Finance. Berlin, Germany: Springer, pp. 37-52. ISBN 9783540752585.
Monograph
Cartea, Alvaro and Figueroa, M.G. and Geman, Hélyette (2008) Modelling electricity prices with forward looking capacity constraints. Working Paper. Birkbeck College, University of London, London, UK.