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67篇 您的检索式：作者名="Geman H"

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	题名	作者	年代	出处	被引量
1	The fine structure of asset returns: An empirical investigation显示文摘	Carr P Geman H Madan D B	2002	Journal of Business2002，75，：	1
2	Pricing and hedging double-barrier options: A probabilistic approach显示文摘	Geman H Yor M	1996	Mathematical Finance1996，6，：	1
3	Pricing and hedging double-barrier options:A probabilistic approach显示文摘	Geman H Yor M		0，，04：	1
4	Pricing catastrophe insurance futures and call spread: an arbitrage ap- proach 显示文摘	Cummins J D Geman H	1995	Journal of Fixed Income1995，，4：	1
5	Changes of numeraire, changes of probability measure and option pricing显示文摘	Geman H EI Karoui N Rochet J C	1995	Journal of Applied Probability1995，32，：	1
6	Portfolio Insurance and Synthetic Securities 显示文摘	Geman H	1992	Applied Stochastic Models and Data Analysis1992，，8：	1
7	Pricing Catastrophe Insurance Futures and Call Spreads:An Arbitrage Approach显示文摘	CUMMINS J D GEMAN H	1995	Journal of Fixed Income1995，，1：	1
8	Changes of numeraire,changes of probability and option pricing显示文摘	Geman H EI Karoni N Rocher J C		0，，：	1
9	A hierarchy of support vector machines for pattern detection显示文摘	Sahbi H Geman D	2006	Journal of Machine Learning Research2006，7，：	1
10	The fine structure of asset returns: An empirical investigation显示文摘	Carr P Geman H Madan D H	2002	Journal of Business2002，75，2：	1
11	Pricing and hedging double-barrier optionsra probabilistic approach显示文摘	Geman H Yor M	1996	Mathematical Finance1996，，6：	1
12	A hierarchy of support vector machines for pattern detection 显示文摘	SAHBI H GEMAN D PERONA P	2006	J Mach Learn Res2006，7，10：	1
13	Stochastic volatility for Levy processes显示文摘	P Carr H Geman D Madan	2003	Math Financ2003，13，3：	1
14	From measure changes to time changes in asset pricing 显示文摘	Geman H	2005	Journal of Banking and Finance2005，29，：	1
15	Shipping markets and freight rates: an analysis of the Baltic dry index显示文摘	GEMAN H SMITU W	2012	J Alternative Investments2012，15，1：	1
16	Bessel processes, Asian options and perpetuities显示文摘	Geman H Yor M	1993	Mathematical Finance1993，3，：	1
17	WTI crude oil futures in portfolio diversification: The time-to-maturity effect显示文摘	Geman H Kharoubi C	2008	Journal of Banking & Finance2008，32，：	1
18	From Measure Changes to Time Changes in Asset Pricing显示文摘		2005	Journal of Banking & Finance2005，29，11：	1
19	Pure jump Lévy processes for asset price modelling显示文摘	Geman Hélyette	2002	Journal of Banking and Finance2002，26，7：	1
20	Change of Numeraire, Changes of Probability Measure and Option Pricing显示文摘	Geman H Karioui N El Rochet J	1995	Journal of Applied Probability1995，，32：	1

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