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 0 1 74
Globally Distributed Production and Asset Pricing:the Rise of Latin America in CME Soybean Futures 0 0 0 28 0 0 2 128
Supply Shocks, Futures Prices, and Trader Positions 0 0 2 8 0 0 3 30
Swap Rate Variance Swaps 0 0 0 105 0 3 6 361
Total Working Papers 0 0 2 172 0 3 12 593


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 0 0 0 50
Globally Distributed Production and the Pricing of CME Commodity Futures 0 0 1 8 0 0 2 34
Numerical solution of jump-diffusion LIBOR market models 0 0 0 387 0 2 4 963
Swap rate variance swaps 0 0 0 14 0 0 0 70
Total Journal Articles 0 0 1 419 0 2 6 1,117


Statistics updated 2025-05-12