Hélyette Geman

8.7k total citations · 2 hit papers
88 papers, 5.3k citations indexed

About

Hélyette Geman is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Hélyette Geman has authored 88 papers receiving a total of 5.3k indexed citations (citations by other indexed papers that have themselves been cited), including 58 papers in Finance, 53 papers in Economics and Econometrics and 14 papers in Demography. Recurrent topics in Hélyette Geman's work include Stochastic processes and financial applications (41 papers), Market Dynamics and Volatility (22 papers) and Financial Risk and Volatility Modeling (19 papers). Hélyette Geman is often cited by papers focused on Stochastic processes and financial applications (41 papers), Market Dynamics and Volatility (22 papers) and Financial Risk and Volatility Modeling (19 papers). Hélyette Geman collaborates with scholars based in United Kingdom, France and United States. Hélyette Geman's co-authors include Marc Yor, Dilip B. Madan, Peter Carr, Nicole El Karoui, Jean‐Charles Rochet, Thierry Ané, Marc Yor, William Smith, J. David Cummins and Svetlana Borovkova and has published in prestigious journals such as SHILAP Revista de lepidopterología, The Journal of Finance and Journal of Financial Economics.

In The Last Decade

Hélyette Geman

85 papers receiving 4.8k citations

Hit Papers

The Fine Structure of Asset Returns: An Empirical Investi... 2002 2026 2010 2018 2002 2003 250 500 750 1000
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. The Fine Structure of Asset Returns: An Empirical Investigation
    2002 1.2k citations Peter Carr, Hélyette Geman et al. The Journal of Business profile →
  2. Stochastic Volatility for Lévy Processes
    2003 570 citations Peter Carr, Hélyette Geman et al. Mathematical Finance profile →

Peers

Hélyette Geman
John Hull Canada
Mark Broadie United States
Steven L. Heston United States
Peter Carr United States
Nizar Touzi France
Jun Pan United States
Francis A. Longstaff United States
Fred Espen Benth Norway
Robert A. Jarrow United States
Peter Tankov France
John Hull Canada
Hélyette Geman
Citations per year, relative to Hélyette Geman Hélyette Geman (= 1×) peers John Hull

Countries citing papers authored by Hélyette Geman

Since Specialization
Citations

This map shows the geographic impact of Hélyette Geman's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Hélyette Geman with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Hélyette Geman more than expected).

Fields of papers citing papers by Hélyette Geman

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Hélyette Geman. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Hélyette Geman. The network helps show where Hélyette Geman may publish in the future.

Co-authorship network of co-authors of Hélyette Geman

This figure shows the co-authorship network connecting the top 25 collaborators of Hélyette Geman. A scholar is included among the top collaborators of Hélyette Geman based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Hélyette Geman. Hélyette Geman is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Geman, Hélyette, et al.. (2024). Green Ammonia Production in Stochastic Power Markets. SHILAP Revista de lepidopterología. 3(1). 98–114. 1 indexed citations
2.
Geman, Hélyette, et al.. (2022). A sentiment analysis approach to the prediction of market volatility. Frontiers in Artificial Intelligence. 5. 836809–836809. 26 indexed citations
3.
4.
Geman, Hélyette, et al.. (2014). Mispricing and Trading Profits in Exchange-Traded Notes. The Journal of Investing. 23(1). 67–78. 2 indexed citations
5.
Geman, Hélyette, et al.. (2012). Are ETNs Realizing Their Potential? An Empirical Investigation of ETNs vs. Other Exchange-Traded Products in the Precious Metals’ Space. 1 indexed citations
6.
Geman, Hélyette, et al.. (2012). Mispricing and Trading Profits in ETNs. SSRN Electronic Journal.
7.
Carr, Peter, et al.. (2010). Options on realized variance and convex orders. Quantitative Finance. 11(11). 1685–1694. 8 indexed citations
8.
Geman, Hélyette. (2008). . Journal of Banking & Finance. 32(12). 2501–2501. 1 indexed citations
9.
Geman, Hélyette, et al.. (2008). A Lattice‐Based Method for Pricing Electricity Derivatives Under the Threshold Model. Applied Mathematical Finance. 15(5-6). 531–567. 4 indexed citations
10.
Geman, Hélyette, et al.. (2008). Valuation of default-sensitive claims under imperfect information. Finance and Stochastics. 12(2). 195–218. 33 indexed citations
11.
Geman, Hélyette & Andréa Roncoroni. (2006). Understanding the Fine Structure of Electricity Prices*. The Journal of Business. 79(3). 1225–1261. 44 indexed citations
12.
Geman, Hélyette, et al.. (2005). Soybean Inventory and Forward Curve Dynamics. Management Science. 51(7). 1076–1091. 103 indexed citations
13.
Carr, Peter, Hélyette Geman, Dilip B. Madan, & Marc Yor. (2004). From local volatility to local Lévy models. Quantitative Finance. 4(5). 581–588. 9 indexed citations
14.
Geman, Hélyette & Andréa Roncoroni. (2003). A Family of Reduced-Form Models for Electricity Prices. SSRN Electronic Journal. 1 indexed citations
15.
Geman, Hélyette. (2002). Mathematical finance : Bachelier Congress, 2000 : selected papers from the First World Congress of the Bachelier Finance Society, Paris, June 29-July 1, 2000. Base Institutionnelle de Recherche de l'université Paris-Dauphine (BIRD) (University Paris-Dauphine). 521. 12 indexed citations
16.
Geman, Hélyette, Dilip B. Madan, & Marc Yor. (2001). Time Changes for Lévy Processes. Mathematical Finance. 11(1). 79–96. 149 indexed citations
17.
Eydeland, Alexander & Hélyette Geman. (1999). Fundamentals of Electricity Derivatives. DNA repair. 91-92. 102870–102870. 34 indexed citations
18.
Ané, Thierry & Hélyette Geman. (1999). Stochastic volatility and transaction time: an activity-based volatility estimator. The Journal of Risk. 2(1). 57–69. 10 indexed citations
19.
Cummins, J. David & Hélyette Geman. (1998). An Asian Option Approach to the Valuation of Insurance Futures Contracts. SSRN Electronic Journal. 21 indexed citations
20.
Geman, Hélyette & Nicole El Karoui. (1994). A probabilistic approach to the valuation of general floating-rate notes with an application to interest rate swaps. BIROn (Birkbeck, University of London). 8 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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