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Journal of financial and quantitative analysis : JFQA
NBER working paper series
50
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47
The journal of finance : the journal of the American Finance Association
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Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001243206
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2
The valuation of forestry resources under stochastic prices and inventories
Morck, Randall
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
4
,
pp. 473-487
Persistent link: https://www.econbiz.de/10001082079
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3
General equilibrium stock index futures prices : theory and empirical evidence
Hemler, Michael Lee
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
3
,
pp. 287-308
Persistent link: https://www.econbiz.de/10001113535
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4
How does the market value toxic assets?
Longstaff, Francis A.
;
Myers, Brett W.
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
2
,
pp. 297-319
Persistent link: https://www.econbiz.de/10010487158
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5
Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market
George, Thomas J.
;
Longstaff, Francis A.
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
3
,
pp. 381-398
Persistent link: https://www.econbiz.de/10006711800
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6
Analyzing convertible bonds
Brennan, Michael J.
;
Schwartz, Eduardo S.
;
Schaefer, …
- In:
Journal of financial and quantitative analysis : JFQA
15
(
1980
)
4
,
pp. 907-929
Persistent link: https://www.econbiz.de/10001948015
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7
An equilibrium model of bond pricing and a test of market efficiency
Brennan, Michael J.
;
Schwartz, Eduardo S.
- In:
Journal of financial and quantitative analysis : JFQA
17
(
1982
)
3
,
pp. 301-329
Persistent link: https://www.econbiz.de/10001948095
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8
A two-factor model of the term structure : an approximate analytical solution
Schaefer, Stephen M.
;
Schwartz, Eduardo S.
- In:
Journal of financial and quantitative analysis : JFQA
19
(
1984
)
4
,
pp. 413-424
Persistent link: https://www.econbiz.de/10002763839
Saved in:
9
Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates
Miltersen, Kristian R.
;
Schwartz, Eduardo S.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10006700985
Saved in:
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