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Savings bonds, retractable bonds and callable bonds
Brennan, Michael J.; Schwartz, Eduardo S. - In: Journal of Financial Economics 5 (1977) 1, pp. 67-88
Persistent link: https://www.econbiz.de/10005376527
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The pricing of equity-linked life insurance policies with an asset value guarantee
Brennan, Michael J.; Schwartz, Eduardo S. - In: Journal of Financial Economics 3 (1976) 3, pp. 195-213
Persistent link: https://www.econbiz.de/10005210468
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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/10005477892
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The valuation of warrants: Implementing a new approach
Schwartz, Eduardo S. - In: Journal of Financial Economics 4 (1977) 1, pp. 79-93
Persistent link: https://www.econbiz.de/10005478150