Journal Publications

ZORA Publication List

Publications

• 1993

  • Chesney, M., Gibson, R., & Elliott, R. J. (1993). Analytical solutions for the pricing of american bond and yield options Mathematical Finance, 3, 277–294. https://doi.org/10.1111/j.1467-9965.1993.tb00045.x

• 1989

  • Chesney, M., & Scott, L. (1989). Pricing European currency options: a comparison of the modified Black-Scholes model and a random variance model Journal of Financial and Quantitative Analysis, 24, 267–284. https://doi.org/10.2307/2330812

• 1986

  • Chesney, M., & Loubergé, H. (1986). Risk aversion and the composition of wealth in the demand for full insurance coverage Swiss Journal of Economics and Statistics = Schweizerische Zeitschrift Für Volkswirtschaft Und Statistik, 122, 359–370.

Pagination