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 3 11 85
Globally Distributed Production and Asset Pricing:the Rise of Latin America in CME Soybean Futures 0 2 2 30 0 6 11 139
Supply Shocks, Futures Prices, and Trader Positions 0 0 0 8 0 1 2 32
Swap Rate Variance Swaps 0 0 0 105 2 7 17 378
Total Working Papers 0 2 2 174 3 17 41 634


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 0 2 15 65
Globally Distributed Production and the Pricing of CME Commodity Futures 0 0 0 8 0 2 14 48
Numerical solution of jump-diffusion LIBOR market models 0 0 0 387 0 1 7 970
Swap rate variance swaps 0 0 1 15 0 2 6 76
Total Journal Articles 0 0 1 420 0 7 42 1,159


Statistics updated 2026-06-04