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 2 5 10 84
Globally Distributed Production and Asset Pricing:the Rise of Latin America in CME Soybean Futures 0 2 2 30 4 7 11 139
Supply Shocks, Futures Prices, and Trader Positions 0 0 0 8 1 1 2 32
Swap Rate Variance Swaps 0 0 0 105 1 6 15 376
Total Working Papers 0 2 2 174 8 19 38 631


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 3 15 65
Globally Distributed Production and the Pricing of CME Commodity Futures 0 0 0 8 2 2 14 48
Numerical solution of jump-diffusion LIBOR market models 0 0 0 387 1 2 7 970
Swap rate variance swaps 0 0 1 15 2 2 6 76
Total Journal Articles 0 0 1 420 7 9 42 1,159


Statistics updated 2026-05-06