Concepedia

Marc Chesney

MC

37

Publications

2.6K

Citations

24

H-Index

1986

Active since

Affiliations

University of Zurich(Current)

Swiss Finance Institute

HEC Paris

Institute of Finance and Banking

London School of Economics and Political Science

Marc Chesney is an author at University of Zurich specializing in business, finance, and engineering.

ORCID

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Publications per year

1986–2023

37

Publications

37

Mathematical Methods for Financial Markets

Monique Jeanblanc, Marc Yor, Marc Chesney · Finance · 2010 · 502 citations · Full text

The impact of terrorism on financial markets: An empirical study

Marc Chesney, Ganna Reshetar, Mustafa Karaman · Journal of Banking & Finance · 2010 · 413 citations

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Pricing European Currency Options: A Comparison of the Modified Black- Scholes Model and a Random Variance Model

Marc Chesney, Louis O. Scott · Journal of Financial and Quantitative Analysis · 1989 · 290 citations

Brownian Excursions and Parisian Barrier Options

Marc Chesney, Monique Jeanblanc-Picqué, Marc Yor · Advances in Applied Probability · 1997 · 260 citations

, , +11

The Endogenous Price Dynamics of Emission Allowances and an Application to CO<sub>2</sub>Option Pricing

Marc Chesney, Luca Taschini · Applied Mathematical Finance · 2012 · 105 citations

, , +23

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