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 3 5 8 82
Globally Distributed Production and Asset Pricing:the Rise of Latin America in CME Soybean Futures 0 0 0 28 1 4 5 133
Supply Shocks, Futures Prices, and Trader Positions 0 0 0 8 0 1 1 31
Swap Rate Variance Swaps 0 0 0 105 1 8 12 371
Total Working Papers 0 0 0 172 5 18 26 617


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 10 13 63
Globally Distributed Production and the Pricing of CME Commodity Futures 0 0 0 8 0 10 12 46
Numerical solution of jump-diffusion LIBOR market models 0 0 0 387 1 4 8 969
Swap rate variance swaps 0 0 1 15 0 2 4 74
Total Journal Articles 0 0 1 420 2 26 37 1,152


Statistics updated 2026-03-04