Chesney, M; German, Hélyette; Jeanblanc-Picqué, Monique; Yor, M (1997). Some combinations of Asian, Parisian, and barrier options. In: Dempster, Michael A H; Pliska, Stanley R. Mathematics of Derivatives Securities. Cambridge: Cambridge University Press, 61-87.
1995
Chesney, Marc; Gibson, Rajna (1995). State space symmetry and two-factor option pricing models. In: Boyle, Phelim P; Longstaff, Frances A; Ritchken, Peter; Chance, Don M; Trippi, Robert R. Advances in Futures and Options Research. N/A: J A I Press Inc., 85-112.
Conference or Workshop item
2010
Wang, Mei; Bernstein, Abraham; Chesney, Marc (2010). An experimental study on real option strategies. In: 37th Annual Meeting of the European Finance Association, Frankfurt am Main, Germany, 2010, 1-36.
Chesney, Marc; Poulin, Alexis. Panama Papers, What Now?.In: The World Post: a partnership of The Huffington Post and Berggruen Institute, 2 May 2016, 1-3.