BIROn - Birkbeck Institutional Research Online
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    Group by: Author(s) | Item Type | Date
    Jump to: B | C | E | G
    Number of items: 5.

    B

    Barone-Adesi, G. and Geman, Helyette and Theal, J. (2009) On the lease rate, convenience yield and speculative effects in the gold futures market. Working Paper. Swiss Finance Institute, Switzerland.

    C

    Cartea, Alvaro and Figueroa, M.G. and Geman, Hélyette (2009) Modelling electricity prices with forward looking capacity constraints. Applied Mathematical Finance 16 (2), pp. 103-122. ISSN 1466-4313.

    E

    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.

    G

    Geman, Hélyette and Ohana, S. (2009) Forward curves, scarcity and price volatility in oil and natural gas markets. Energy Economics 31 (4), pp. 576-585. ISSN 0140-9883.

    Geman, Hélyette and Shih, Yih-Fong (2009) Modeling commodity prices under the CEV model. Journal of Alternative Investments 11 (3), pp. 65-84. ISSN 1520-3255.

    This list was generated on Fri May 27 06:49:08 2022 BST.