Concepedia

Michael N. Bennett

MN

Statistics

Publications

2

Citations

58

H-Index

2

Active since

2004

Affiliations

University of Warwick(Current)

Michael N. Bennett is an author at University of Warwick specializing in business, option pricing, and engineering.

Top concepts

Publications per year

2004–2005

2

Publications

2

Quanto Pricing with Copulas

Michael N. Bennett, Joanne Kennedy · The Journal of Derivatives · 2004 · 40 citations

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A Comparison of Markov–Functional and Market Models

Michael N. Bennett, Joanne Kennedy · The Journal of Derivatives · 2005 · 18 citations · Full text

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