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~isPartOf:"Economic modelling"
~isPartOf:"Journal of financial economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Longstaff, Francis A."
~subject:"Estimation"
~subject:"Schätzung"
~subject:"Theorie"
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Longstaff, Francis A.
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Economic modelling
Journal of financial economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
The journal of finance : the journal of the American Finance Association
4
NBER working paper series
1
The journal of fixed income
1
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ECONIS (ZBW)
3
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Throwing away a billion dollars : the cost of suboptimal exercise strategies in the swaptions market
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 39-66
Persistent link: https://www.econbiz.de/10001608810
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2
Multiple equilibria and term structure models
Longstaff, Francis A.
- In:
Journal of financial economics
32
(
1992
)
3
,
pp. 333-344
Persistent link: https://www.econbiz.de/10001140320
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3
A nonlinear general equilibrium model of the term structure of interest rates
Longstaff, Francis A.
- In:
Journal of financial economics
23
(
1989
)
2
,
pp. 195-224
Persistent link: https://www.econbiz.de/10001076063
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