Hélyette Geman

Publication Activity (10 Years)

Years Active: 2002-2015
Publications (10 Years): 0

Top Topics

Transformation Based Learning

Maximum Entropy

Iterative Scaling

Top Venues

Publications

Donald Geman, Hélyette Geman, Nassim Nicholas Taleb
Tail Risk Constraints and Maximum Entropy. Entropy 17 (6) (2015)
Delia Coculescu, Hélyette Geman, Monique Jeanblanc
Valuation of default-sensitive claims under imperfect information (Publisher's Erratum). Finance Stochastics 14 (1) (2010)
Delia Coculescu, Hélyette Geman, Monique Jeanblanc
Valuation of default-sensitive claims under imperfect information. Finance Stochastics 12 (2) (2008)
Peter Carr, Hélyette Geman, Dilip B. Madan, Marc Yor
Pricing options on realized variance. Finance Stochastics 9 (4) (2005)
Hélyette Geman, Vu-Nhat Nguyen
Soybean Inventory and Forward Curve Dynamics. Manag. Sci. 51 (7) (2005)
Hélyette Geman, Dilip B. Madan, Marc Yor
Stochastic volatility, jumps and hidden time changes. Finance Stochastics 6 (1) (2002)