IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to follow this author

Nicolas Merener

This is information that was supplied by Nicolas Merener in registering through RePEc. If you are Nicolas Merener , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Nicolas
Middle Name:
Last Name:Merener
Suffix:
RePEc Short-ID:pme321
[This author has chosen not to make the email address public]
in new window
  1. Nicolas Merener, 2012. "Globally Distributed Production and Asset Pricing:the Rise of Latin America in CME Soybean Futures," Business School Working Papers 2012-01, Universidad Torcuato Di Tella.
  2. Nicolás Merener & Leonardo Vicchi, 2010. "Efficient Monte Carlo for Discrete Variance Contracts," Business School Working Papers 2010-05, Universidad Torcuato Di Tella.
  3. Nicolas Merener, 2009. "Swap Rate Variance Swaps," Business School Working Papers 2009-02, Universidad Torcuato Di Tella.
  4. Janzen, Joseph P. & Merener, Nicolas, . "Supply Shocks, Futures Prices, and Trader Positions," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205622, Agricultural and Applied Economics Association;Western Agricultural Economics Association.
  1. Nicolas Merener, 2016. "Concentrated Production and Conditional Heavy Tails in Commodity Returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(1), pages 46-65, 01.
  2. Nicolas Merener, 2015. "Globally Distributed Production and the Pricing of CME Commodity Futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(1), pages 1-30, 01.
  3. Nicolas Merener, 2012. "Swap rate variance swaps," Quantitative Finance, Taylor & Francis Journals, vol. 12(2), pages 249-261, May.
  4. Nicolas Merener & Paul Glasserman, 2003. "Numerical solution of jump-diffusion LIBOR market models," Finance and Stochastics, Springer, vol. 7(1), pages 1-27.
4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2010-12-04. Author is listed
  2. NEP-ORE: Operations Research (1) 2010-12-04. Author is listed

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Nicolas Merener should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.