Marc Chesney

Available identifiers

Publication	Date of Publication	Type
Parisian options with jumps: a maturity-excursion randomization approach	2019-02-06	Paper
Mitigating global warming: a real options approach	2018-02-16	Paper
The endogenous price dynamics of emission allowances and an application to CO\(_2\) option pricing	2017-10-05	Paper
Endogenous trading in credit default swaps	2016-04-20	Paper
Environmental finance and investments	2015-01-08	Paper
An experimental study on real-options strategies	2014-01-30	Paper
The value of tradeability	2013-02-01	Paper
Stock options and managers' incentives to cheat	2009-06-19	Paper
American Parisian options	2007-05-29	Paper
Mathematical methods for financial markets.	2006-04-04	Paper
Pricing American currency options in an exponential Lévy model	2005-05-03	Paper
Long-term risk management of nuclear waste: A real options approach	2002-09-09	Paper
https://portal.mardi4nfdi.de/entity/Q4218372	1999-02-14	Paper
Diffusion Coefficient Estimation and Asset Pricing When Risk Premia and Sensitivities Are Time Varying¹	1998-04-05	Paper
Irrational entry, rational exit	1998-03-11	Paper
Brownian Excursions and Parisian Barrier Options	1998-02-18	Paper
ANAYTICAL SOLUTIONS FOR THE PRICING OF AMERICAN BOND AND YIELD OPTIONS¹	1998-01-21	Paper
Estimating the instantaneous volatility and covariance of risky assets	1995-07-27	Paper

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