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State space symmetry and two-factor option pricing models
Chesney, Marc; Gibson, Rajna - 1994
Persistent link: https://www.econbiz.de/10000907917
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Estimating the instantaneous volatility and covariance of risky assets
Chesney, Marc; Elliott, Robert J. - 1995
Persistent link: https://www.econbiz.de/10000910595
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Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc (contributor) - 1993
Persistent link: https://www.econbiz.de/10000875177
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American path-dependent options
Chesney, Marc; Barone-Adesi, Giovanni - 1993
Persistent link: https://www.econbiz.de/10000882096
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Arbitrage trading and index option pricing at SOFFEX : an empirical study using daily and intradaily data
Chesney, Marc; Gibson, Rajna; Loubergé, Henri - 1996
Persistent link: https://www.econbiz.de/10000938031
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Predicting premature exercice of an American put on stocks : theory and empirical evidence
Chesney, Marc; Lefoll, Jean - 1996
Persistent link: https://www.econbiz.de/10000952941
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A measure of the risk of default for highly indebted countries : a theoretical approach applied to six LDCs
Chesney, Marc; Morisset, Jacques - 1992
Persistent link: https://www.econbiz.de/10000846452
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Options to trade foreign currencies at the "most favorable" rate
Chesney, Marc; Barone-Adesi, Giovanni - 1991
Persistent link: https://www.econbiz.de/10000813418
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Analytical solutions to the pricing of American bond and yield options
Chesney, Marc; Elliott, Robert J.; Gibson, Rajna - 1991 - Rev. version
Persistent link: https://www.econbiz.de/10000817550
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Brownian excursions and Parisian barrier options
Chesney, Marc; Jeanblanc, Monique; Yor, Marc - 1996
Persistent link: https://www.econbiz.de/10000930703