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Nicolas Merener

Observed names: Merener, Nicolas, Merener, Nicolás
ORCID: 0000-0002-4500-3593
Observed ORCID: 0000-0002-4500-3593
OpenAlex ID: A5090417991
Numerical solution of jump-diffusion LIBOR market models
2003 · Paul Glasserman, Nicolas Merener · Finance and Stochastics · 72
Convergence of a discretization scheme for jump-diffusion processes with state–dependent intensities
2004 · Paul Glasserman, Nicolas Merener · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 44
Cap and swaption approximations in Libor market models with jumps
2003 · Paul Glasserman, Nicolas Merener · The Journal of Computational Finance · 36
Globally Distributed Production and the Pricing of CME Commodity Futures
2012 · Nicolas Merener · Journal of Futures Markets · 15
Output Value Risk for Commodity Producers: The Uncertain Benefits of Diversification
2015 · Nicolas Merener, Maria Eugenia Steglich · World Development · 12
Optimal trading and shipping of agricultural commodities
2015 · Nicolas Merener, Ramiro Moyano, et al. · Journal of the Operational Research Society · 8
Swap rate variance swaps
2010 · Nicolas Merener · Quantitative Finance · 8
Concentrated Production and Conditional Heavy Tails in Commodity Returns
2015 · Nicolas Merener · Journal of Futures Markets · 6
Hot dry spells and extreme rain increased corn and soybean prices in the United States Midwest
2026 · Magdalena Cornejo, Ezequiel Merovich, et al. · Communications Sustainability · 3
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Displacement risk in corn and soybean markets: The potential impact of alternative meat
2025 · Florencia Baldi, Nicolas Merener · Development and sustainability in economics and finance. · 3
The potential footprint of alternative meat adoption on corn and soybean producers
2024 · Nicolas Merener, Daniel Blaustein-Rejto, et al. · Frontiers in Sustainable Food Systems · 3
Equilibrium and real options in the ethanol industry: Modeling and empirical evidence
2018 · Matt Davison, Nicolas Merener · Journal of commodity markets · 3
An efficient Monte Carlo method for discrete variance contracts
2010 · Nicolas Merener, Leonardo Vicchi · The Journal of Computational Finance · 3
Displacement Risk in Agricultural Commodity Markets: The Impact of Plant-Based Meat
2021 · Baldi, Florencia, Merener, Nicolas · RePEc: Research Papers in Economics
Supply Shocks, Futures Prices, and Trader Positions
2015 · Janzen, Joseph P., Merener, Nicolas · RePEc: Research Papers in Economics
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Works count: 20
Citation count: 216
H-index: 7
I10-index: 5
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