Mathematical methods for financial markets M Jeanblanc, M Yor, M Chesney Springer Science & Business Media, 2009 | 1145 | 2009 |
The impact of terrorism on financial markets: An empirical study M Chesney, G Reshetar, M Karaman Journal of banking & finance 35 (2), 253-267, 2011 | 558 | 2011 |
Pricing European currency options: A comparison of the modified Black-Scholes model and a random variance model M Chesney, L Scott Journal of Financial and Quantitative Analysis 24 (3), 267-284, 1989 | 474 | 1989 |
Brownian excursions and Parisian barrier options M Chesney, M Jeanblanc-Picqué, M Yor Advances in Applied Probability 29 (1), 165-184, 1997 | 319 | 1997 |
The endogenous price dynamics of emission allowances and an application to CO2 option pricing M Chesney, L Taschini Applied Mathematical Finance 19 (5), 447-475, 2012 | 207 | 2012 |
The relationship of type A behavior pattern to coronary heart disease. RH Rosenman, MA Chesney Activitas nervosa superior 22 (1), 1-45, 1980 | 201 | 1980 |
Risk-taking incentives, governance, and losses in the financial crisis M Chesney, J Stromberg, AF Wagner Swiss finance institute research paper series, 2010 | 116 | 2010 |
The impact of possible climate catastrophes on global warming policy A Baranzini, M Chesney, J Morisset Energy Policy 31 (8), 691-701, 2003 | 102 | 2003 |
Anger and hostility in cardiovascular and behavioral disorders CD Spielberger, EH Johnson, SF Russell, RJ Crane, GA Jacobs, ... Hemisphere New York, 1985 | 85 | 1985 |
American put call symmetry P Carr, M Chesney preprint, 1996 | 84 | 1996 |
Long-term risk management of nuclear waste: a real options approach H Loubergé, S Villeneuve, M Chesney Journal of Economic Dynamics and Control 27 (1), 157-180, 2002 | 69 | 2002 |
ANAYTICAL SOLUTIONS FOR THE PRICING OF AMERICAN BOND AND YIELD OPTIONS1 M Chesney, RJ Elliott, R Gibson Mathematical Finance 3 (3), 277-294, 1993 | 66 | 1993 |
Detecting abnormal trading activities in option markets M Chesney, R Crameri, L Mancini Journal of Empirical Finance 33, 263-275, 2015 | 64 | 2015 |
Psychological and behavioral methods to reduce cardiovascular reactivity RG Jacob, MA Chesney Handbook of stress, reactivity, and cardiovascular disease, 417-457, 1986 | 51 | 1986 |
Reducing asset substitution with warrant and convertible debt issue M Chesney, R Gibson-Asner The Journal of Derivatives 9 (1), 39-52, 2001 | 48 | 2001 |
Environmental finance and investments M Chesney, J Gheyssens, L Taschini Springer, 2013 | 47 | 2013 |
Parisian pricing M Chesney Risk 1, 77-79, 1997 | 47 | 1997 |
Is there room for geoengineering in the optimal climate policy mix? O Bahn, M Chesney, J Gheyssens, R Knutti, AC Pana Environmental Science & Policy 48, 67-76, 2015 | 46 | 2015 |
Managerial incentives to take asset risk M Chesney, J Stromberg, AF Wagner, V Wolff Journal of Corporate Finance 65, 101758, 2020 | 45 | 2020 |
Diffusion Coefficient Estimation and Asset Pricing When Risk Premia and Sensitivities Are Time Varying1 M Chesney, RJ Elliott, D Madan, H Yang Mathematical Finance 3 (2), 85-99, 1993 | 45 | 1993 |