| The fine structure of asset returns: An empirical investigation P Carr, H Geman, DB Madan, M Yor The journal of Business 75 (2), 305-332, 2002 | 2330 | 2002 |
| Commodities and commodity derivatives: modeling and pricing for agriculturals, metals and energy H Geman John Wiley & Sons, 2005 | 1213 | 2005 |
| Stochastic volatility for Lévy processes P Carr, H Geman, DB Madan, M Yor Mathematical finance 13 (3), 345-382, 2003 | 1151 | 2003 |
| Changes of numeraire, changes of probability measure and option pricing H Geman, N El Karoui, JC Rochet Journal of Applied probability 32 (2), 443-458, 1995 | 1023 | 1995 |
| Bessel Processes, Asian Options, and Perpetuities: Mathematical Finance, Vol. 3, No. 4 (October 1993), 349–375 (with Hélyette Geman) M Yor, M Yor Exponential functionals of brownian motion and related processes, 63-92, 2001 | 817 | 2001 |
| Understanding the fine structure of electricity prices H Geman, A Roncoroni The Journal of Business 79 (3), 1225-1261, 2006 | 623 | 2006 |
| Order flow, transaction clock, and normality of asset returns T Ané, H Geman The Journal of Finance 55 (5), 2259-2284, 2000 | 575 | 2000 |
| Pricing and hedging in incomplete markets P Carr, H Geman, DB Madan Journal of financial economics 62 (1), 131-167, 2001 | 406 | 2001 |
| Time changes for Lévy processes H Geman, DB Madan, M Yor Mathematical Finance 11 (1), 79-96, 2001 | 351 | 2001 |
| Pricing and hedging double‐barrier options: A probabilistic approach H Geman, M Yor Mathematical finance 6 (4), 365-378, 1996 | 336 | 1996 |
| Pricing catastrophe insurance futures and call spreads: An arbitrage approach JD Cummins, H Geman Journal of Fixed Income 4 (4), 46-57, 1995 | 241 | 1995 |
| Pure jump Lévy processes for asset price modelling H Geman Journal of banking & finance 26 (7), 1297-1316, 2002 | 226 | 2002 |
| Self‐decomposability and option pricing P Carr, H Geman, DB Madan, M Yor Mathematical finance 17 (1), 31-57, 2007 | 222 | 2007 |
| Soybean inventory and forward curve dynamics H Geman, VN Nguyen Management Science 51 (7), 1076-1091, 2005 | 217 | 2005 |
| Forward curves, scarcity and price volatility in oil and natural gas markets H Geman, S Ohana Energy Economics 31 (4), 576-585, 2009 | 187 | 2009 |
| Interest rate risk management and valuation of the surrender option in life insurance policies MO Albizzati, H Geman Journal of Risk and Insurance, 616-637, 1994 | 183 | 1994 |
| Pricing options on realized variance P Carr, H Geman, DB Madan, M Yor Finance and Stochastics 9, 453-475, 2005 | 174 | 2005 |
| WTI crude oil futures in portfolio diversification: The time-to-maturity effect H Geman, C Kharoubi Journal of Banking & Finance 32 (12), 2553-2559, 2008 | 156 | 2008 |
| Risk management in commodity markets: from shipping to agriculturals and energy H Geman John Wiley & Sons, 2009 | 134 | 2009 |
| The importance of the forward neutral probability in a stochastic approach of interest rates H Geman Working paper, ESSEC, 1989 | 132 | 1989 |