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 1 2 5 78
Globally Distributed Production and Asset Pricing:the Rise of Latin America in CME Soybean Futures 0 0 0 28 3 3 4 132
Supply Shocks, Futures Prices, and Trader Positions 0 0 0 8 0 0 1 30
Swap Rate Variance Swaps 0 0 0 105 1 1 6 364
Total Working Papers 0 0 0 172 5 6 16 604


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 2 5 5 55
Globally Distributed Production and the Pricing of CME Commodity Futures 0 0 0 8 2 4 4 38
Numerical solution of jump-diffusion LIBOR market models 0 0 0 387 2 4 6 967
Swap rate variance swaps 0 1 1 15 0 2 2 72
Total Journal Articles 0 1 1 420 6 15 17 1,132


Statistics updated 2026-01-09