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Disambiguation of "Geman, Hélyette"

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Tail Risk Constraints and Maximum Entropy.

, , and . Entropy, 17 (6): 3724-3737 (2015)

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Ulf Gemander

Ulrike Gemander

Ralf Gemander

Michaela Gemander

 

Other publications of authors with the same name

Soybean Inventory and Forward Curve Dynamics., and . Manag. Sci., 51 (7): 1076-1091 (2005)Stochastic volatility, jumps and hidden time changes., , and . Finance and Stochastics, 6 (1): 63-90 (2002)From measure changes to time changes in asset pricing. Journal of Banking & Finance, 29 (11): 2701--2722 (November 2005)Pricing options on realized variance., , , and . Finance and Stochastics, 9 (4): 453-475 (2005)Tail Risk Constraints and Maximum Entropy., , and . Entropy, 17 (6): 3724-3737 (2015)Valuation of default-sensitive claims under imperfect information., , and . Finance and Stochastics, 12 (2): 195-218 (2008)Pure jump Lévy processes for asset price modelling. Journal of Banking & Finance, 26 (7): 1297--1316 (July 2002)Valuation of default-sensitive claims under imperfect information (Publisher's Erratum)., , and . Finance and Stochastics, 14 (1): 153-155 (2010)Pricing and hedging in incomplete markets, , and . Journal of Financial Economics, 62 (1): 131--167 (October 2001)A Sentiment Analysis Approach to the Prediction of Market Volatility., , , and . CoRR, (2020)