2002
The Fine Structure of Asset Returns: An Empirical Investigation
Peter Carr, Hélyette Geman, Dilip B. Madan, Marc Yor
The Journal of BusinessCore
1.8k
cites
Faculty
Hélyette Geman is a Finance scholar at Johns Hopkins University. Research spans Financial Risk and Volatility Modeling, Stochastic processes and financial applications. 166 works, 9k citations (h-index 36).
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Affiliation on publications · Policy Center for the New South
Peter Carr, Hélyette Geman, Dilip B. Madan, Marc Yor
The Journal of BusinessCore
Peter Carr, Hélyette Geman, Dilip B. Madan, Marc Yor
Mathematical Finance OATop-listed
Hélyette Geman, Nicole El Karoui, Jean-Charles mname Rochet
Journal of Applied ProbabilityTop-listed