| Numerical solution of jump-diffusion LIBOR market models P Glasserman, N Merener Finance and Stochastics 7, 1-27, 2003 | 116 | 2003 |
| Convergence of a discretization scheme for jump-diffusion processes with state–dependent intensities P Glasserman, N Merener Proceedings of the Royal Society of London. Series A: Mathematical, Physical …, 2004 | 72 | 2004 |
| Cap and swaption approximations in LIBOR market models with jumps P Glasserman, N Merener Journal of Computational Finance 7 (1), 1-36, 2003 | 59 | 2003 |
| Globally Distributed Production and the Pricing of CME Commodity Futures N Merener Journal of Futures Markets, http://onlinelibrary.wiley.com/doi/10.1002/fut …, 2013 | 12 | 2013 |
| Output value risk for commodity producers: The uncertain benefits of diversification N Merener, ME Steglich World Development 101, 322-333, 2018 | 11 | 2018 |
| Swap rate variance swaps N Merener Quantitative Finance 12 (2), 249-261, 2012 | 11 | 2012 |
| Low-dimensional dynamics outside the laboratory: the case of roAp stars GB Mindlin, N Merener, PT Boyd Europhysics Letters 42 (1), 31, 1998 | 10 | 1998 |
| Concentrated production and conditional heavy tails in commodity returns N Merener Journal of Futures Markets 36 (1), 46-65, 2016 | 9 | 2016 |
| Optimal trading and shipping of agricultural commodities N Merener, R Moyano, NE Stier-Moses, P Watfi Journal of the Operational Research Society 67, 114-126, 2016 | 6 | 2016 |
| Libor Volatility Derivatives N Merener, F Mercurio Modeling Interest Rates, 221-244, 2009 | 2 | 2009 |
| Numerical solution of jump-diffusion libor market models N Merener, P Glasserman Finance and Stochastics 7 (1), 1-27, 2003 | 2 | 2003 |
| Equilibrium and real options in the ethanol industry: Modeling and empirical evidence M Davison, N Merener Journal of Commodity Markets 31, 100292, 2023 | 1 | 2023 |
| An efficient Monte Carlo method for discrete variance contracts N Merener, L Vicchi Journal of Computational Finance 18 (3), 1-25, 2015 | 1 | 2015 |
| Extreme Dry Spells and Larger Storms in the US Midwest Raise Crop Prices M Cornejo, N Merener, E Merovich RedNIE Red Nacional de Investigadores en Economía, 2024 | | 2024 |
| The Potential Footprint of Plant-Based Meat Adoption on Leading Crop Producers N Merener, D Blaustein-Rejto, A Smith Available at SSRN 4680226, 2023 | | 2023 |
| Valuation in Agricultural Commodity Markets Under a Changing Climate M Cornejo, N Merener, E Merovich Available at SSRN 4514667, 2023 | | 2023 |
| Equilibrium and Real Options in the Ethanol Industry: Modelling and Empirical Evidence N Merener, M Davison Journal of Commodity Markets, 2022 | | 2022 |
| Displacement Risk in Agricultural Commodity Markets: The Impact of Plant-Based Meat F Baldi, N Merener Available at SSRN 3940081, 2021 | | 2021 |
| On Real Options in Ethanol: Producers, Blenders, Valuation and Empirics N Merener, M Davison | | 2019 |
| Letter from the editor vii N Merener, L Vicchi, H Funahashi, M Kijima, L Ng, G Bernhart, JF Mai, ... | | 2015 |
Matt DavisonProfessor of Mathematics and of Statistical & Actuarial Science, Western University CanadaVerified email at uwo.ca
