Standout Papers

The Fine Structure of Asset Returns: An Empirical Investigation 2002 2026 2010 2018 1.1k
  1. The Fine Structure of Asset Returns: An Empirical Investigation (2002)
    Peter Carr, Hélyette Geman et al. The Journal of Business
  2. Stochastic Volatility for Lévy Processes (2003)
    Peter Carr, Hélyette Geman et al. Mathematical Finance

Immediate Impact

1 from Science/Nature 67 standout
Sub-graph 1 of 21

Citing Papers

Pricing Climate Change Exposure
2023 Standout
The Time Variation in Risk Appetite and Uncertainty
2021 Standout
14 intermediate papers

Works of Hélyette Geman being referenced

Stochastic Volatility for Lévy Processes
2003 Standout
BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
1993
and 4 more

Author Peers

Author Last Decade Papers Cites
Hélyette Geman 4120 2306 833 80 5.0k
Mark Broadie 4267 1333 763 67 5.0k
Alan White 8098 3029 884 92 9.4k
Steven L. Heston 7957 3436 1058 56 8.5k
John Hull 6863 2794 837 41 7.4k
Rama Cont 4673 3476 399 134 6.2k
Peter Carr 9966 3794 1435 136 10.7k
Nizar Touzi 3425 1683 650 124 4.1k
Steven E. Shreve 5810 3438 987 65 7.8k
Peter Tankov 2337 923 494 73 3.0k
Jun Pan 7771 3337 613 44 8.3k

All Works

Loading papers...

Rankless by CCL
2026