Marc Chesney

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Parisian options with jumps: a maturity-excursion randomization approach Quantitative Finance	2019-02-06	Paper
Mitigating global warming: a real options approach Annals of Operations Research	2018-02-16	Paper
The endogenous price dynamics of emission allowances and an application to CO\(_2\) option pricing Applied Mathematical Finance	2017-10-05	Paper
Endogenous trading in credit default swaps Decisions in Economics and Finance	2016-04-20	Paper
Environmental finance and investments Springer Texts in Business and Economics	2015-01-08	Paper
An experimental study on real-options strategies Quantitative Finance	2014-01-30	Paper
The value of tradeability Review of Derivatives Research	2013-02-01	Paper
Stock options and managers' incentives to cheat Review of Derivatives Research	2009-06-19	Paper
American Parisian options Finance and Stochastics	2007-05-29	Paper
Mathematical methods for financial markets. Springer Finance	2006-04-04	Paper
Pricing American currency options in an exponential Lévy model Applied Mathematical Finance	2005-05-03	Paper
Long-term risk management of nuclear waste: A real options approach Journal of Economic Dynamics and Control	2002-09-09	Paper
scientific article; zbMATH DE number 1222789 (Why is no real title available?)	1999-02-14	Paper
Diffusion Coefficient Estimation and Asset Pricing When Risk Premia and Sensitivities Are Time Varying¹ Mathematical Finance	1998-04-05	Paper
Irrational entry, rational exit Journal of Mathematical Economics	1998-03-11	Paper
Brownian Excursions and Parisian Barrier Options Advances in Applied Probability	1998-02-18	Paper
ANAYTICAL SOLUTIONS FOR THE PRICING OF AMERICAN BOND AND YIELD OPTIONS¹ Mathematical Finance	1998-01-21	Paper
Estimating the instantaneous volatility and covariance of risky assets Applied Stochastic Models and Data Analysis	1995-07-27	Paper

Research outcomes over time

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