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Marc Chesney · Study
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Author
Marc Chesney
18 works
· latest 2023
· 3 institutions
cluster: provisional
ORCID 0000-0001-5781-4257
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18
Citations
2,677
Works here
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Most cited in this library
Mathematical Methods for Financial Markets
2009 · 638 citations
Mathematical Methods for Financial Markets
2010 · 482 citations
The impact of terrorism on financial markets: An empirical study
2010 · 417 citations
Pricing European Currency Options: A Comparison of the Modified Black- Scholes Model and a Random Variance Model
1989 · 289 citations
Brownian Excursions and Parisian Barrier Options
1997 · 255 citations
Works
18 shown
It’s the news, stupid! The relationship between news attention, literacy, trust, greenwashing perceptions, and sustainable finance investment in Switzerland
Journal of Sustainable Finance & Investment
·
2023
·
3 authors
·
Open access
35
citations
Managerial incentives to take asset risk
Journal of Corporate Finance
·
2020
·
3 authors
·
Open access
27
citations
The Endogenous Price Dynamics of Emission Allowances and an Application to CO2Option Pricing
Applied Mathematical Finance
·
2012
·
2 authors
·
Open access
104
citations
Risk-Taking Incentives and Losses in the Financial Crisis
SSRN Electronic Journal
·
2011
·
2 authors
·
preprint
·
Open access
54
citations
Mathematical Methods for Financial Markets
Finance
·
2010
·
3 authors
·
Open access
482
citations
The impact of terrorism on financial markets: An empirical study
Journal of Banking & Finance
·
2010
·
3 authors
·
Open access
417
citations
The Impact of Terrorism on Financial Markets: An Empirical Study
SSRN Electronic Journal
·
2010
·
3 authors
·
preprint
·
Open access
84
citations
Risk-taking Incentives, Governance,and Losses in the Financial Crisis
RePEc: Research Papers in Economics
·
2010
·
2 authors
·
preprint
41
citations
Mathematical Methods for Financial Markets
Springer eBooks
·
2009
·
3 authors
·
book
638
citations
The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing
RePEc: Research Papers in Economics
·
2008
·
2 authors
·
preprint
44
citations
The Endogenous Price Dynamics of Emission Allowances and an Application to CO2 Option Pricing
SSRN Electronic Journal
·
2008
·
2 authors
·
preprint
·
Open access
33
citations
Pricing American currency options in an exponential Lévy model
Applied Mathematical Finance
·
2004
·
2 authors
·
Open access
30
citations
Long-term risk management of nuclear waste: a real options approach
Journal of Economic Dynamics and Control
·
2002
·
3 authors
·
Open access
48
citations
Reducing Asset Substitution with Warrant and Convertible Debt Issue
The Journal of Derivatives
·
2001
·
2 authors
24
citations
Brownian Excursions and Parisian Barrier Options
Advances in Applied Probability
·
1997
·
3 authors
255
citations
State Space Symmetry and Two-Factor Option Pricing Models
Zurich Open Repository and Archive (University of Zurich)
·
1994
·
2 authors
·
chapter
30
citations
ANAYTICAL SOLUTIONS FOR THE PRICING OF AMERICAN BOND AND YIELD OPTIONS 1
Mathematical Finance
·
1993
·
3 authors
42
citations
Pricing European Currency Options: A Comparison of the Modified Black- Scholes Model and a Random Variance Model
Journal of Financial and Quantitative Analysis
·
1989
·
2 authors
·
Open access
289
citations