Access Statistics for Nicolas Merener

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Efficient Monte Carlo for Discrete Variance Contracts 0 0 0 31 0 1 11 85
Globally Distributed Production and Asset Pricing:the Rise of Latin America in CME Soybean Futures 0 0 2 30 0 0 11 139
Supply Shocks, Futures Prices, and Trader Positions 0 0 0 8 0 0 2 32
Swap Rate Variance Swaps 0 0 0 105 0 2 16 378
Total Working Papers 0 0 2 174 0 3 40 634


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Concentrated Production and Conditional Heavy Tails in Commodity Returns 0 0 0 10 1 1 16 66
Globally Distributed Production and the Pricing of CME Commodity Futures 0 0 0 8 0 0 14 48
Numerical solution of jump-diffusion LIBOR market models 0 0 0 387 0 0 7 970
Swap rate variance swaps 0 0 1 15 1 1 7 77
Total Journal Articles 0 0 1 420 2 2 44 1,161


Statistics updated 2026-08-07