Marc Chesney
Marc Chesney
Department of Banking and Finance, University of Zurich
Bestätigte E-Mail-Adresse bei bf.uzh.ch - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Mathematical methods for financial markets
M Jeanblanc, M Yor, M Chesney
Springer Science & Business Media, 2009
8322009
Pricing European currency options: A comparison of the modified Black-Scholes model and a random variance model
M Chesney, L Scott
Journal of Financial and Quantitative Analysis, 267-284, 1989
4061989
The impact of terrorism on financial markets: An empirical study
M Chesney, G Reshetar, M Karaman
Journal of Banking & Finance 35 (2), 253-267, 2011
3292011
Brownian excursions and Parisian barrier options
M Chesney, M Jeanblanc-Picqué, M Yor
Advances in Applied Probability, 165-184, 1997
2651997
The endogenous price dynamics of emission allowances and an application to CO2 option pricing
M Chesney, L Taschini
Applied Mathematical Finance 19 (5), 447-475, 2012
1792012
Risk-taking incentives, governance, and losses in the financial crisis
M Chesney, J Stromberg, AF Wagner
Swiss finance institute research paper series, 2010
1092010
The impact of possible climate catastrophes on global warming policy
A Baranzini, M Chesney, J Morisset
Energy Policy 31 (8), 691-701, 2003
912003
American put call symmetry
P Carr, M Chesney
preprint, 1996
771996
Long-term risk management of nuclear waste: a real options approach
H Loubergé, S Villeneuve, M Chesney
Journal of Economic Dynamics and Control 27 (1), 157-180, 2002
632002
ANAYTICAL SOLUTIONS FOR THE PRICING OF AMERICAN BOND AND YIELD OPTIONS1
M Chesney, RJ Elliott, R Gibson
Mathematical Finance 3 (3), 277-294, 1993
611993
Detecting abnormal trading activities in option markets
M Chesney, R Crameri, L Mancini
Journal of Empirical Finance 33, 263-275, 2015
522015
Reducing asset substitution with warrant and convertible debt issue
M Chesney, R Gibson-Asner
The Journal of Derivatives 9 (1), 39-52, 2001
472001
Parisian pricing
M Chesney
Risk 1, 77-79, 1997
411997
Pricing American currency options in an exponential Lévy model
M Chesney, M Jeanblanc
Applied Mathematical Finance 11 (3), 207-225, 2004
392004
Diffusion Coefficient Estimation and Asset Pricing When Risk Premia and Sensitivities Are Time Varying1
M Chesney, RJ Elliott, D Madan, H Yang
Mathematical Finance 3 (2), 85-99, 1993
391993
State space symmetry and two-factor option pricing models
M Chesney, R Gibson
HAL Working Papers, 1994
361994
Is there room for geoengineering in the optimal climate policy mix?
O Bahn, M Chesney, J Gheyssens, R Knutti, AC Pana
Environmental Science & Policy 48, 67-76, 2015
342015
Analyzing firms' strategic investment decisions in a real options' framework
P Botteron, M Chesney, R Gibson-Asner
Journal of International Financial Markets, Institutions and Money 13 (5 …, 2003
332003
Arbitrage trading and index option trading at Soffex: an empirical study using daily and intradaily data
M Chesney, R Gibson, H Loubergé
311995
American Parisian options
M Chesney, L Gauthier
Finance and Stochastics 10 (4), 475-506, 2006
302006
Das System kann den Vorgang jetzt nicht ausführen. Versuchen Sie es später erneut.
Artikel 1–20