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Marc Chesney
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Cited by
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Mathematical methods for financial markets
M Jeanblanc, M Yor, M Chesney
Springer Science & Business Media, 2009
11202009
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
5382011
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 24 (3), 267-284, 1989
4671989
Brownian excursions and Parisian barrier options
M Chesney, M Jeanblanc-Picqué, M Yor
Advances in Applied Probability 29 (1), 165-184, 1997
3181997
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
2062012
The relationship of type A behavior pattern to coronary heart disease.
RH Rosenman, MA Chesney
Activitas nervosa superior 22 (1), 1-45, 1980
2001980
Risk-taking incentives, governance, and losses in the financial crisis
M Chesney, J Stromberg, AF Wagner
Swiss finance institute research paper series, 2010
1162010
The impact of possible climate catastrophes on global warming policy
A Baranzini, M Chesney, J Morisset
Energy Policy 31 (8), 691-701, 2003
1012003
Anger and hostility in cardiovascular and behavioral disorders
CD Spielberger, EH Johnson, SF Russell, RJ Crane, GA Jacobs, ...
Hemisphere New York, 1985
851985
American put call symmetry
P Carr, M Chesney
preprint, 1996
831996
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
692002
ANAYTICAL SOLUTIONS FOR THE PRICING OF AMERICAN BOND AND YIELD OPTIONS1
M Chesney, RJ Elliott, R Gibson
Mathematical Finance 3 (3), 277-294, 1993
641993
Detecting abnormal trading activities in option markets
M Chesney, R Crameri, L Mancini
Journal of Empirical Finance 33, 263-275, 2015
632015
Psychological and behavioral methods to reduce cardiovascular reactivity
RG Jacob, MA Chesney
Handbook of stress, reactivity, and cardiovascular disease, 417-457, 1986
501986
Environmental finance and investments
M Chesney, J Gheyssens, L Taschini
Springer, 2013
482013
Reducing asset substitution with warrant and convertible debt issue
M Chesney, R Gibson-Asner
The Journal of Derivatives 9 (1), 39-52, 2001
482001
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
462015
Parisian pricing
M Chesney
Risk 1, 77-79, 1997
461997
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
451993
Managerial incentives to take asset risk
M Chesney, J Stromberg, AF Wagner, V Wolff
Journal of Corporate Finance 65, 101758, 2020
442020
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Articles 1–20